My friend and I are in a debate right now as to whether or not the people of a country felt a sense of nationalism in one's country before the treaty of Westphalia. One of us argued that as far back as the Roman Republic, a state existed that felt a sense of nationalism/ patriotism. Where as the other person argued the idea of a nation state wasn't conceived until relatively recently in history, and that since other cultures during the era of the Romans identified more with the people that surrounded them, rather than as a culture, that there is no way that Romans could have been nationalistic, and thus an Anti-Example. So was the roman republic a nation state of people, that felt a sense of nationalism in Rome, or not?
Most scholars do think nation-states are modern, in so far as by definition the nation-state involved all members of the nation in the life of the state out of a sense of nationalism, and nationalism is often thought to be a development of the French Revolution. While Romans clearly had feelings of patriotism for Rome, the vast majority of the citizen body were largely excluded from participation in public life if in no other way than the physical and economical barriers to voting. I'm not up on all the scholarship of mass participation in the Roman Republic, but I have a strong memory of one estimate of the capacity of the Forum at about 3,000. Given that at the end of the Republic, Augustus in the last census reported a citizen population of ~5,000,000, even if that number includes women as some scholars (Brunt?) believe, the number of citizens that could participate in a given vote, if they could afford to show up (another problem) is several orders of magnitude smaller. Mommsen distinguished the Republic from the modern nation-state precisely in the way Roman assemblies failed to be representative bodies the way, in his opinion, modern European legislatures are representative of the whole nation through elected representatives.
Another way some scholars distinguish the Republic from modern nation-states is that modern nation-states are in theory territorially bounded in such a way as the state occupies a geographical space congruent to the space occupied by the nation. This was part of what was at play in for instance the formation of Germany: the belief that German speakers should be united into a single German state (incidentally this also implies the exclusion of those who are not members of the nation from the state). Syme thought the Republic failed at nation-stating because the Roman citizenship has no theoretical territorial limits - citizens can come from anywhere, can live anywhere, can exert their Roman rights anywhere.
Anthony Smith has suggested that these kinds of objections are misguided. He's worth looking into if you are interested in questions of Nationalism. I don't think his ideas have traction but they are cited as critiques of scholarship on nations. He points out that by any fair measure of "representative legislature" there can be no such thing until at least the inclusion of women in the voting population, so no nation-state, if you definition insists on involving the whole nation in the life of the state, could exist until at least the 20th century. Likewise no modern nation-state really is congruous to the territory the associated nation occupies. Smith thinks, unlike almost everyone else, if we define a nation as a people with a shared imagined past, homeland, communal responsibilities, shared language, that seeks political expression we can find nation-states in the ancient world. He picks out ancient Judea and Armenia, due to their particular written religious traditions and the close association of their religions with political autonomy.
I also think there are other models of nation-and-state that are useful. In my own analysis of 1st century Rome I've adopted Kymlicka's "nation-building state", which is a state that has institutions to force participation and acculturation without an ideology of nationalism as a driving force, and indeed for his model (Canada) a commitment to include minority groups in the life of the state in a way that unintentionally impinges on the lives of the minority communities and compels assimilation as sort of a perverse outcome. In that sense, after the Social War of 91-88 BCE we can see Italy as a defined geographic space with a single shared citizenship and assemblies in which male citizens had the right to participate, if not the practical ability, in which citizens had shared rights and responsibilities, a common language propagated by the need to participate in institutions extending to all classes like the army or the assemblies and an elite course of education, and that citizenry defined itself against non-citizen populations outside the defined geographic space. It's as good an example, in my opinion, of a nation-state as anything, though I use nation-building state as a more precise term.