The classic "national epic" in Europe was/is the Kalevala of Finland. This epic poem was compiled by Elias Lönnrot (1802-1884) and published in 1835, becoming a national - and international - sensation. The Finns had experienced cultural and political dominations from the Swedes and the Russians, but the effort at ethnic sovereignty persisted among the Finns, despite their larger and more powerful neighbors.
The Kalevala became a symbol of the value of Finnish culture, an expression of why there should be a Finnish nationalist movement. It subsequently became an icon of how powerful these sorts of cultural, nationalistic expressions could be. This was a time when folk culture enthusiasts throughout Europe recognized the value in gathering aspects of folklore or all sorts, to reinforce the idea that people who lacked political autonomy should have it, because their ethnicity was distinct from whomever was ruling over them.
This was the inspiration of the gathering of German material by Jacob and Wilhelm Grimm, scholars who sought a means of unifying the German-speaking people, people who were too often dominated by powerful European neighbors. This is also why we find significant folklore archives in places including Ireland, Iceland, and Norway, and Finland!
These efforts usually gathered national "narratives" - a word as grand as "epic" is too often not appropriate for most of this material (including much of what was gathered in Finland). Nevertheless, the significance of the Kalevala is not to be underestimated - not only as an international expression for the hope of ethnic nationalism but also for the profound influence it had on the international Romantic movement of the nineteenth century.
There is a hint of irony in the Kalevala, however, in that much of it exhibited influences that were not entirely Finnish. Despite this, the epic represents the "gold standard" of what nationalists hoped to find when they sought elements of folklore as justification for ethnic sovereignty. I take this up in my concluding remarks of my recent The Folklore of Cornwall: The Oral Tradition of a Celtic Nation (2018) - keeping in mind that many Cornish look to their oral tradition as justification for recognition that Cornwall "stands apart":
Kaarle Krohn in his preface to Folklore Methodology, cites a letter from his father, Julius Krohn (1835–1888), which describes disappointment in realizing that the Finnish epic, the Kalevala, was not purely indigenous in its origin. The elder Krohn realized that this would be a painful conclusion for those who embraced the masterwork as evidence of the unique character of Finland, and by implication, of its right to national autonomy. He correctly understood, however, that folktales and legends are not told in isolation; stories by their nature diffuse from one group of people to the next. Julius Krohn recognized that the Kalevala, like Finnish folklore in general, drew on a heritage that shared a great deal with its neighbours while also boasting a distinct adaptation that spoke of Finland’s character and national genius.
Because of Cornwall’s Celtic roots and remote location, one might hope to find an unusual body of folklore, different from that of its English neighbours. In fact, Cornish narratives include examples of the broad swath of material documented from Ireland to Sweden and beyond. That does not imply that Cornish oral tradition must be taken as just another expression of European culture, offering nothing remarkable and only adding another brick in the wall. Instead, just as Julius Krohn celebrated the Kalevala of his beloved Finland, the material from Cornwall is imbued with the character of the place and its people. Few of its stories were peculiar to the peninsula, but the way the Cornish and their remarkable droll tellers dealt with this body of folklore resulted in a legacy that is, in a word, unique.