please stop tagging things with anarchy and anarchism and anarchist. those tags are entirely redundant on this site.
the answer to this question is the same as to this one.
http://anarchy101.org/7497/anarchy-and-countries
ie: if you think of nationalities as being something enforced by law, then no, anarchists are not proud of them (or shamed by them, which is frequently more to the point). if you think of nationalities as being cultural, than anarchist pride in them is an option.
"nation" is another word that has broad (some would say conflicting) definitions.
it is also a word that is used to hide/mystify a racist perspective - as in "i'm in the white nation". so be wary.