Taking things the other way, bigger nationalities coalescing rather than smaller ones assimilating,"scandinavian" as a nationality with swedish, danish, and norwegian seen as regional subcultures would have been pretty inevitable if they had been unified for long enough for it to stick. Even today, creating an established literary standard out of danish, swedish, and norwegian is, if anything, less out-there than unifiying "italian" was, and they certainly feel an international kinship.
Québécois deserves mention of course, though it debatably is a nationality. Or, further, no doubt some kind of unified franco-american culture would've developed if New France and Louisiana remained either french or self-governing rather than being carved up.