Well, it depends what a "nation" is.
Many social animals will fight another group of the same species. Ones I can think of include numerous species of ants, cattle, many species of monkey and ape (including us of course), badgers, meerkats, termites (I think), wolves, hunting dogs, lions etc. In fact, most animals where one social group holds an exclusive territory.
However, when our cattle are in a herd on the New Forest they will fight other herds, although the herds have overlapping ranges rather than exclusive territories.
Sometimes what seems to be a "war" is in fact a conflict between different species -- such as when two different species of ant fight.
I can't think of an animal apart from humans where individuals of different social groups can live mixed up in the same place.
I can only think of ants and humans which take prisoners in "war", though in many animals males take females "prisoner" (red deer, horses, cheetahs etc).