The effects nationalism had in the 19th century in regards to state and society are varied. So during the 19th-century nationalism was awakened through the experiences and awareness of new liberal political ideologies brought forth during the Napoleonic period. What nationalism aimed to do was that ethnicities around the world should be entitled to territories defined by ethnolinguistic lines, to make it clearer basically for the establishment of new nations characterized by the unique heritage, history, culture, and language of people. This was a big problem for the ruling powers at this period, especially in Europe since the continent was dominated by Empires: the Russian, Austrian-later Austro-Hungarian, Prussian, Ottoman to name some big ones. Now the rise of nationalism and the call for certain ethnicities to be granted their own states based on their heritage was a big worry for those in power because their empires were very diverse and nationalism threatened to tear apart empires. The impact of nationalism in society during the 19th century is mixed and had several outcomes, the first being rebellions by ethnic groups against their imperial overlords and brutal crack-down repercussions as a result for example the Polish uprisings against the Russian Empire which saw the autonomy of Congress Poland removed. Another case of the relationship between the state and society is that of unification to form countries such as the various Italian states and German kingdoms coming together to form a single state based on seeing themselves as one and the same people and not to be ruled by any foreign power and thus agreeing to come together to form Italy and Germany respectively.
The picture above shows that you can interpret the man in the spiked helmet being German or Prussian and he could be seen as attempting to sweep territory from the Swiss (Switzerland has a majority German-speaking population) so as to unify Germanic peoples you can see that from all the people behind him probably representing the German states prior to unification.
The Queen is obviously Victoria and it's probably a symbol of heading to deal with Ireland as they are heading West and Ireland is west of Great Britain and during the 19th century, the United Kingdom had to deal with multiple rebellions and calls for either greater autonomy or independence for Ireland.
Finally, the last one I hope I can identify is that of the man in the Double eagle helmet representing either Russia or Austria and trying to free Christians from Muslim Ottoman rule as Russia, in particular, saw itself as performing a duty to liberate and protect all Slavs or Orthodox Christians