All Germans Are Nazis: Averted in an interesting way. Nazi Germany and Modern Germany seem to be two separate entities (as opposed to the latter being simply the former after a very thorough makeover), evidenced by the fact that they both can appear in the same comic — wherein Modern Germany is outright terrified of his fascist counterpart. Moreover, Modern Germany is also terrified of being thought of as a Nazi.
Also Germany has a third split personality: Prussia, in the sense of Bismarck's creation and the First/Second Reichs, also appears alongside Nazi and modern Germany.
Until a chart listing the relationships between certain countries was released (here), it was hard to tell what New South Wales's gender was. Because she was a sheep.
Also Christiania, Denmark's son. Yes, son, despite the rather feminine-sounding name and strong resemblance to Sister Denmark. The only person (besides Denmark, of course) who notices, however, is Japan, because he's used to sorting the girly-looking guys from actual girls.
Anthropomorphic Personification: The characters are almost all the Personifications of their countries — or rather, the Scandinavian stereotypes of their countries.
And Sister Denmark, who is fine with being picked up by France for some girl-on-girl action (here), then when it turns out that she's been mistaken for a long-haired guy by France, asks to borrow Sister Sweden's strap-on.
Apologizes a Lot: Modern Germany apologizes for the Nazi regime a lot (even though he and Nazi Germany are completely separate people).
The Nordic Lodge now only has two rectal thermometers thanks to Denmark's misunderstanding.
There was also the matter of Sweden's Stone Age artifact, although that was more understandable.
The Atoner: Modern Germany has shades of this, out of guilt for Nazi Germany's actions... which doesn't make any sense as Nazi Germany is a completely different character from Modern Germany.
Fridge Brilliance: The characterization of the different nations is related to national stereotypes. Germany has literally become a different person since World War II.
German media also constantly reminds its own population every day about the horrors Nazi Germany committed, through articles, documentaries or the history lessons in school. This also adds to the stereotype of them constantly apologizing for WWII even if they were not reminded of it by someone.
Blind Without 'Em: Sweden encounters a serious problem when Denmark filches his glasses, can't see while wearing them, and is too dumb to take them off. They basically wander around trying to find each other, while they're only 2 or 3 feet apart.
Britain Versus The UK: Subverted in the early comics; "England" seems to symbolise a more British stereotype and wears a Union Jack shirt, but later on Ireland and Scotland show up and he explains he wears it because the Cross of St. George makes him look like a member of the Red Cross. This is either a case of geographical artistic license (Ireland isn't in the UK at all so England really doesn't speak for him) or a rather weird Genius Bonus (the Union Flag is a combination of the English, Scottish and Irish crosses — but the Irish cross has long since fallen out of use and been forgotten about in both countries). Soon the comic switched to England wearing just the Cross of St. George, though Humon claims to have made the switch because it's easier to draw.
Inverted: Canada and his sister are the most polite and shy and little pushovers in the comic, and yet they have body hair beyond your wildest dreams. Humon stated it was because she wanted to rip apart the Bishie Laws.
Character Development: Sweden is the character who by far has changed the most since the beginning. He started off with his sexuality being only a subtle implication that was never spoken of and he always dodged about, but over time he slowly has been opening up, and finally (openly) acquired a boyfriend. This is because he's something of an Ensemble Dark Horse... for the creator.
Character Tics: Sweden's hair sticks out when he's angry or frustrated.
Cheerful Child: Fennoswede. The kid never takes off his idiotic/Pollyanna grin, ever.
Done quite literally with the "Sisters", who are basically female versions of their "Brothers", with the exception of Sister Sweden and Sister America who represent separate stereotypes.
There are some exceptions: the women are the "main" versions of Mexico, France, and the Baltic States, presumably each with a Spear Counterpart. And the sisters tend to address each other by country name alone. To themselves, they are the main ones and the brothers are the Spear Counterparts.
You can basically tell if a character is a Distaff Counterpart based on whether they have a title/prefix or not (Brother/Sister).
Some Russia has no sister, only Mother Russia.
New Zealand (though she's a sheep), North Pole, and Sami seem to be singular females, while generally the micro-countries/provinces are singular as well.
Sister Finland tries, but she's not so good at the "sexy" part and she doesn't have slick matching gear.
Don't Explain the Joke: Played straight and inverted at the same time. Yes, Humon usually adds an explanation for the comics which don't sound half as funny when read out aloud, but generally are an utter necessity for people who aren't natives of the countries depicted in a given comic strip. And sometimes even if they are.
Dunce Cap: Norway and Denmark wear them in Sweden's version of the 2011 Norwegian butter crisis strip: here.
Eagleland: While America certainly has most of the Flavor 2 traits, he does genuinely want to help others and is seen as the peace keeper when things get too out of hand. Essentially he's a Type 2 who aspires to be Type 1. Sister America, on the other hand, is 100% Type 2.
Japan and Sister Japan have always shut eyes based on looking stereotypically Asian, except when REALLY shocked.
From what's been seen of the Koreas and China, it's apparently only the Japans that are like this. Most likely done as a subversion to the massive eyes seen in anime. Then again, we've only seen South Korea twice, and North Korea's face (and entire body) is hidden underneath his flag....
The picture of the Canada siblings in swimwear. Let's just say... body hair. This was largely the point, or at least to point out that the author thinks the disgust of it is largely ridiculous. Then again, some of us like a bit of fluff.
Fanservice: Let's just say there are a lot of strips where the characters are more detailed than usual...
Female Gaze: Once when asked why, if she is a feminist, most of her characters are male, Humon replied that as a (mostly) straight woman, she likes drawing men for herself to ogle. She has also expressed irritation with fanworks that present/describe all the male characters as Bishōnen, since she went out of her way to depict numerous different types.
Flanderization: Sister America started out as a Rich Bitch parody of shallow valley girls who are obsessed with plastic surgery, then she became a girl obsessed with sounding liberal without knowing anything about liberalism to balance out her brother's conservatism. Then she met Sister Japan and now she's mainly just a Yaoi Fan Girl.
She's seems to have backpedaled from this characterization in recent comics, though.
Surprisingly not an America-only trait. The Scandinavians don't know anything about South America, America mixes up Sweden and Norway while forgetting Denmark, and Sister America thought Scandinavia was a country till she discovered the joys of shipping.
Half-Identical Twins: Most of the sisters look just like their male counterparts, but with longer hair and no facial hair. It's most pronounced with the Denmarks, where the sister even has boyish features and a skinny figure.
In one strip, America keeps mistaking Norway for Sweden and can't seem to see Denmark, implying that he is that oblivious. In the last frame, we see things from his perspective: Norway and Sweden look identical, Denmark isn't seen... but we see South America standing beside America, when he wasn't visible earlier! Seems like America's not the only one with selective blindness...
Norway keeps forgetting Kven exists, despite being his landlord and roommate.
Norway: Wait, wasn't I supposed to pick up Kven today? Kven: ... I'm already here.
Incest Is Relative: America has a lot with Canada, who is his adopted brother; England is America's birth father and adopted Canada from France.
Kuudere: Sister Finland. Though she has a "don't-give-a-damn" personality like her brother, she has a soft spot for Sweden.
Laser-Guided Karma: Finland shoves Åland and Sweden off the end of a dock into the water. Two panels later, Åland comes back up screaming that he found a bunch of old 18th-century champagne bottles that are worth a fortune, and proclaims to Sweden that "we'll keep one and open it on the cruise trip I'll be taking you on around the world!"
A Man Is Not a Virgin: Played straight with America. He is apparently a virgin because Mexico won't sleep with him if they're not married, and America won't sleep with Canada. His virginity is used, as per the trope, to show what an immature, unmanly wimp he really is, at least once going all-out by having him break down crying when an attractive female propositioned him.
Mistaken for Racist: In one comic, Denmark mistakes South Africa for a monkey, causing South Africa to attack Denmark. This stems from the stereotype that all Danes are racist without realizing it.
Most likely, it is also a reference to this where a Danish TV host mistook a picture of an African man for a monkey. Also, far from all Danes are racist but are often seen this way because the most racist political party in the country is also the (arguably) most influencial one — plus that whole thing with the drawings.
Iceland. Not only is he completely unperturbed by the dark matter demon in his bathroom (and can't understand why Denmark and Norway are so afraid) but he also collects, um, severed penises. Word Of God is that his slightly twisted mind is a result of living close the Hekla, the gateway to Hell.
Norse By Norsewest: Being a comic about stereotypes, each character shows varying shades of this trope. The classical Hollywood stereotype isn't that prominent, however, due to the stereotypes coming from a Danish viewpoint. The comic's premises actually inverts this, as it shows the Scandinavian perception of other countries.
Nosebleed: Sister Japan has a fair few, thanks to Netherlands and Denmark.
Patriotic Fervor: Inverted with modern Germany, who doesn't like flying his flag around since it might make his people prideful, but played straight with the Scandinavian trio, seeing it as a symbol of joy and happiness. And when it's someone's birthday.
Really Gets Around: Sweden has slept with every member of Finland's family, and one of them wasn't due to alcohol. His sister's kind of the biggest skank in time and space too. However, a removed comic stated that Denmark is the country that has the most sex, and to date he has slept with Norway, Sweden, Sister Sweden, Sister Australia, quite possibly Netherlands and maybe even Germany.
Real Men Wear Pink: Finland and Sister Sweden enjoy using a strap-on. Finland seems to hold no shame in this, and no one else is brave enough to mock the knife wielding sociopath about it.
Strawman Political: America flip-flops between left and right depending on the comic. Though with Sister America getting more characterization, he might be staying to the right.
Humon has stated that the America siblings basically have the minds of teenagers, making them incredibly opinionated to the extreme, but completely unwilling to do any research whatsoever on anything they're talking about. Leading to "debates" on whether gays are penguins or flamingos, and whether it's right to step on their eggs.
Vague Age: All the characters to an extent, but Denmark in particular. He mostly looks and acts like he's in his early to mid-20s, but he has two kids, one of whom is clearly a teenager. Also, he is either the oldest or the youngest of the Nordics depending upon whether he is viewed as a political or a geological entity... yeah, it's complicated.
Wearing a Flag on Your Head: People wear flags on their shirts. In fact, every article of clothing and cloth item the characters own bears their respective flag design, including royal crowns and bed pillows.
“Well Done Son” Guy: Since Great Britain was too busy doing other things to be America's father, guess what happened next. This apparently continued into the twentieth century, with England refusing to believe America landed on the moon.
When You Coming Home, Dad?: England was a rather inattentive parent to America. Now, any time America wants England's attention, he acts out. One such event was the Boston Tea Party.
Humon frequently makes journal entires giving details about the characters, but also tends to delete them shortly afterwards because she likes to let the viewers find out about the characters themselves, not by some Informed Abilities.
Also, there's much debate about the sexuality of the characters. So far, the only confirmed facts are that Sweden is gay (currently in a relationship with nearby island nation Åland) and that Finland is straight (in an on-again-off-again relationship with Sister Sweden). She also stated that she does not think the characters are actual embodiments of the countries like in Axis Powers Hetalia, but more the personifications of the inhabitants of those countries.
Yandere: Sister Finland dabbles in this, having kidnapped Sweden at least once in order to have her way with him.
Yaoi Fangirl: Sister America if thiscomic is anything to go by. Sister Japan was also introduced as such.