Prior to the existence of the nation-state, Europe was comprised of several multi ethnic empires, the largest and most powerful of which was the Holy Roman Empire. Territory changed hands often. Many times, this took place because of marriage or as a result of war.
The European Union is a supranational entity that has tried to unify Europe. Although it does not function like a government, it shares many of the characteristics and responsibilities of national governments.
One characteristic of the European Union is the fact that it has been able to establish an area of free movement known as the Schengen area, in which passport controls have been abolished. Another characteristic is the fact that it established a monetary union in which members use the euro currency.