The legacy of the Reformation is still evident in Europe today, as the split between Catholicism and Protestantism runs largely along regional and national lines. In Italy, there are virtually no religions besides Catholicism that have a major following. In Denmark, it is universally Lutheran - so much so that no one there refers to it as the "Lutheran Church". It's just "Church" because there are virtually no other ones to differentiate from.
The Protestant Reformation planted its deepest roots in Northern Europe and Scandinavia, and it's still true today. It represents a long lasting schism between Catholic and Protestant that's permanently affected the human geography.
I see a couple of ways that you can argue this, even though I am not at all sure that I agree with them.
First of all, Germany was split into many little kingdoms during those days. You could say that each of these was a nation that could be nationalist. Martin Luther was supported by various rulers of these little kingdoms. They could use the new religion as a way of creating solidarity in their nations against others.
Second, the Catholic Church is run from Rome. You can argue that it is nationalist to have Germans push for a religion that they themselves control. Since Lutherans did not obey any outside authority, you can say they were nationalist.