National Anthem trend was likely set by British God save the King together with Britannia Rules the Waves and French Marseillaise. Most other countries simply followed the trend and whipped up something about their own nation.
However, some of these songs can give an interesting insight about psychology of the people this song intends to represent, or at least psychology of government that they want to impose on people.
Here I will analyze certain anthems and try to make conclusions of people that made them. I will begin with Russia and Ukraine.
Russia
Russian anthem begins with a line that calls the country "sacred", as it is some religious relict, like Holy Lance or something. In general anthem is full of praise of Russia's unique power, glory, achievement and what not. It also calls on people to be proud of their country and be loyal to it. Freedom is mentioned but not for Russian people but rather for Russia as country (free country of unfree people). It goes as far as to create a sort of pseudo-religious cult around the country by endowing it with near supernatural qualities and make people worship it like a God.
Government at least subconsciously wants to see their country as some sort of lord and tell its people to serve this lord. That makes Russia into a cult that expects its members to not only treat country with reverence but worship it like God and sacrifice their lives for it. Russian government makes other cults as well, for example WWII Victory and expects people to worship it. Some examples here, notice with how much reverence Lukashenka talks about participating in Victory Day parade in Moscow. Clear cult example.
There is alternative anthem that was used during Yeltsin's time. Compare to Alexandrov's anthem, it has a slower and more thoughtful and introverted melody. It had no official lyrics by many different versions were proposed. Nowadays it is sometimes used by anti-Putin opposition.
Ukraine
Ukraine's anthem is in many ways unlike Russian. It is almost a protest anthem. It begins with a line "Ukraine's glory and will has not died yet", that can almost be understood as "Ukraine has not died yet", similar to a first line in Polish anthem. From there anthem goes towards Ukraine's people and reassures them that fate will smile on them, there enemies will die, and they will be master's on their land once more. Ukrainian anthem also expects sacrifice from its people but not for the country but for their freedom.
Ukrainian anthem was written during the times when the country was part of Russian Empire and aimed to reassure its people that their country will endure and will be free of Russia one day. Unlike Russian that expects people to serve their country, Ukrainian instead names its people masters of their land. In general, unlike Russian anthem where its mostly people for the country, here is country and freedom for the people.
There are several additional patriotic songs, each with their own theme and purpose. For example, prayer for Ukraine or March of Ukrainian Nationalists.
Despite divisions between pro-Ukrainian and pro-Russian side, pro-Russians do not have uniquely Ukrainian alternative anthem for Ukraine. They simply use Russian symbols and culture. There is also anthem of UkrainianSSR that was used in Soviet time but it's all but forgotten nowadays.
Poland
Polish anthem begins much like Ukrainian with "Poland has not perished so long as we live". However later diverges into purely militaristic lyrics. Main theme is claiming victory and freedom for Poland in a fight on battlefield. It references both Napoleon Bonaparte as well as Polish own Dambrowski as examples of great military leadership and ability to win. Unlike Ukrainian anthem there is nothing about freedom, better fate or being masters of land. On the other hand, there is no sacred reverence of the country like in Russian anthem.
Polish anthem, like Ukrainian, was also written during times of Russian rule over Poland. Just like Ukrainian it calls for Polish independence. Polish and Ukrainian attitudes towards Russia were similar and anthem reflects that. Differences is that Poles only wish for military victory and glory, while Ukrainians want to be free masters of their land. Pure pride of Poles vs hedonism and self-indulgence of Ukrainians.
Belarus
Belarus has two anthems, the official favored by Lukashenka's regime and one favored by opposition. The official one begins with "We Belarussians are peaceful people". Similar to Russian it also has loyalty and devotion to the land. However, unlike Russian it does not glorify Belarus excessively. Instead, it talks about being part of hardworking family and friendship between peoples, both echo official Soviet interpretation of USSR as united family of likeminded people. This anthem fits so called Russian World worldview where Russia is sacred and glorious one of a kind supernation and Belarus is its loyal sidekick that finds its happiness in friendship with Russia.
Opposition has several alternative anthems; the most popular one is likely this, Warrior's March. It begins with "We will enter in tight columns (like well drilled soldiers) on our open fields", there are also lines about freedom and stone strong Belarussian spirit. We tolerated enough, to battle everyone. Unlike Polish and Ukrainian who need no further arguments in favor of fight for freedom, Warrior's March attempts to convince Belarussians that fight for freedom is needed. It wants to awaken its country from its near willful submission to Russia and calls it to fight against oppression instead.
One thing that both official and opposition anthems have in common is willingness to endure suffering for the country or its freedom in opposition case.
Romania and Moldova
Another anthem that that calls for action and resistance is Romanian. "Awaken Romanian from deadly slumber." It goes in great length about Romanian Roman Empire glorious past and how various enemies now want to destroy it, calling everyone to fight. It has one of the best melodies out there. Unfortunately, I do not understand Romanian as English translation seems too literal to pick more interesting nuances of this anthem.
During Cold War times, communist Romanian authorities went through several alternative anthems that are less rousing and more pliant to pacify people and made them endure oppression of the Eastern Block. Spring of Nations and Romanian revolution saw communist anthems abandoned in favor of Awaken Romanian.
At one point Awaken Romanian was also an anthem of neighboring Moldova, but anti-Romanian government later changed the anthem to Limba Noastra, that glorifies Romanian/Moldovan language instead.
Germany
German anthem is relatively peaceful compared to many others. It does not call for war or a fight for anything. Despite that, anthem has a bellicose reputation and there a lot of criticism. Criticism is mostly about defining German borders with rivers that flow through other countries as well as popular with Nazis phrase "Germany above all". For these reasons modern Germany only uses third stanza of the lyrics, that has no controversial lines.
The full lyrics, praises German women, wine and songs for inspiring noble things. Calls for freedom, justice, brotherhood and unity of Germans. No military references whatsoever. Even official Belarussian anthem has one line about defense of their country but not German.
From this anthem you can think that Germans are people who wish for happiness, freedom, justice and affluent comfort, but who love and take a lot of pride in their way of life, themselves and things they make. Much different from stereotypes about Germans that exist in pretty much every other country.
Italy
Italian anthem has somewhat the most distance between lyrics and melody. Melody sounds like it written for a celebration or a feast. Lyrics are all about defeating enemies, Italy's glory and willingness to die for one's country. Listen for yourself.
The anthem even calls Victoria (goddess of Victory rather than Queen Victoria) a slave to Romans. Other than that, it also references Italian unification and claims that unity will bring Italy strength. In retrospect that did not quite work out, but good try.
The anthem somewhat fits Italians. Sure, they want to see themselves as create of a conqueror as Romans once were, but they are actually relaxed, cheerful and happy people.
France
French was one of the earliest anthems created and has both catchy melody and rather enduring lyrics that would for the most part fit any country. The lyrics call for people to unite and fight against tyranny of the old monarchial regime and its foreign supporters. Classical revolutionary theme of liberty. It calls for death to tyrants but also mercy to those who were forced to do their bidding.
This anthem was popular among liberals of the 19th century and even communists, both find its themes resonate with their ideologies for various reasons. In a way its possibly a most influential musical piece of 19th and even 20th century. La Marseillaise is not just anthem of France but also anthem of Era of Revolutions and of Revolution in general.
Hatred towards tyrants possibly an enduring and unifying element within French society. French protests are frequent and often flashy and destructive. However, France likely also a country that produces such tyrants who abuse their power so badly that people would hate them so much.
UK
UK's anthem is in many ways opposite that of France. Song asks God to Save the King and give him happy and victorious many years of reign. However, it goes further by describing King as protector of law and peace.
In UK's anthem King is not a tyrant but a protector of things Britons hold dear, and they ask God to protect King in turn. Britons wish their King not just victories but also such human things such as long life and happiness. It is an anthem of well wishes rather than a battle cry or plea for unity or uprising.
From this anthem one can see Britons to be happy or lucky and humane people who do not lose human touch in the world locked in constant strife against tyrants or foreign oppression. You can also call them lucky to still be able to rely on their King to protect them. Anthem wishes this luck will not end and they will not descend into what Europe had to go through.
Alternative British anthem, Rule Britannia, further reinforces that idea that UK has favor of heavens and because of that will keep ruling the waves and shall never be slaves to spite the tyrants out there.
USA
American anthem is surprisingly complex and poetic. It has very long lines with many adjectives and very descriptive of both battle and nature. It's written in old style English. The overreaching theme of the anthem is how flag stands and flies tall through all the chaos and turbulence of battle and how no weapon, rocket or bomb can take it down. It meant to symbolize how the US could similarly endure though the turbulent life and survive in the end.
Somewhat surprising considering the US is a superpower. Anthem lacks any arrogance or pride, that Russian or Italian anthems are full of. However, one can remember that US was not always a superpower, and its early days were often hard and challenging. This song from early days of the US when new fledgling nations could still perish in a war with then much bigger and stronger UK. The song both reminds of these times and speak on American perseverance.
At the same time overly complex and long lines perhaps suggest American tendency to make things more complex than they should be. Even professionals struggle to sing it. That reflects that in certain aspects, American life is much harder than it should be.
Canada
Canadian anthem extols praise for the country and asserts that Canadians are loyal patriots who guard their land. In its themes it is the closest to Russian anthem. However, Canadians have enough sense to not call their land sacred and generally keep praise more grounded.
Geographically Canada is similar to Russia and that might also make them similar to Russians mentally. Both are equally pretentious and think their country is better than some other countries around them. Both will probably throw tomatoes and other things at you if you tell them that.
Australia
Just because I live in Australia, our anthem is best, period.
Generally, it's an optimistic (Pollyana level optimistic) anthem that praises wealth and features of the land and claims that we will get far ahead in future and be envy of the world. Considering of level of immigration to the country it's not too far-fetched claim.
Original lyrics said we are young and free and that indeed true as we reached nationhood later than many other countries, including the US. Thus, we have youthful optimism and believe in goods things ahead.
I would say many people inside the country are very skeptical about all these tall claims.
Japan
Japanese anthem, Kimigayo, is one of the shortest in the world. It only wishes that Emperor reigns (and lives) so long a life that he sees how pebbles grow into boulders and get covered in moss.
Some deep philosophical meaning to it possibly, or just a long-life wish wrapped into some fancy expressions.
Conclusion
I will finish at that. There are many anthems in the world. Maybe I will do a second part to cover some more or may be extend this one instead. So far I will end it on this. As you can see different anthems gives interesting insights about character of the people who adopted them as their own.
At the same time there are also people in each country who do not relate to the official anthem and propose alternative. For Australia Waltzing Matilda is often suggested as replacement to our current Advance Australia Fair. Other countries also have their own alternatives.
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