England does not have a national anthem. Neither does Scotland, for that matter. Wales does. Scotland Rugby started using Flower of Scotland[i a fair few years ago now. It's slowly been taken up by other sports.
England sporting organisations use [i]God Save The Queen[i], which is, of course, the UK anthem. Many people, me included, feel that they shouldn't. When it comes round to Commonwealth Games, England have used a number of things, [i]God Save The Queen, Land of Hope and Glory[i] and now [i]Jerusalem[i]. I'd plump for [i]Jerusalem], largely because the tune is a thoroughly stirring one. It gets played at Twickenham before every England international match and it fair gets you going when 80,000+ people start really belting that out.