Italy: He instantly hugged you and started to cry with you. Once you stopped and asked him what was wrong, he answered, “I’m crying because my (bella/bello) is crying! They should know I’ll never ever leave them!”
Germany: Oh dear lord, his face burned with blush. He’d hug you into his chest and bury his cherry face in your neck. He himself had insecurities of you leaving for a better man but seeing you cry over losing him made him feel so much better. He’d hold them while you cried and once you stopped, assured you he’d never leave.
Japan: He would be very alarmed but honored that you were scared of losing him. Since he’s not the best with affection or comforting, he proposed you two watch some anime to get your mind off of it. After accepting (of course), you’d two stay up late watching anime and fall asleep next to each other on the couch.
America: He’d go all hero mode. “I’d never leave you! No hero ever leaves his damsel!” He’d hug you and drag you to the kitchen for a midnight snack. He’d also tell you as many jokes as he could think of, so he could hear you laugh. He wouldn’t rest until he knew you were feeling better.
England: He was mentally yelling at the fairies for giving you nightmares, especially about him. He drew you closer to his chest and kissed your head. “Do you want to stay here or would you like some tea?” Which ever you chose, he’d do and once you had fallen asleep again, he’d summon some fairies to give you good dreams and to guard for the evil fairies.
France: He’d instantly hold you close, closer than he already was, and pepper your face with kisses. He’d continue to kiss you until you stopped crying. Once explaining your nightmare, he’d say, “Mon amour, you should not fear for me to leave. I have never met anyone as beautiful, as talented, as kind, as perfect as you and I swear by the stars there will be no one better than you.” He’d continue to hold you and kiss you until you fell asleep.
China: Poor man had no idea what to do. Even though being old, he wasn’t very good with romance. He held you to his chest and picked you up. Carrying you out to his pandas, he sat in the grass as they all migrated over to you two and nuzzled. You quickly calmed down and focused on the cute bears. You two would fall asleep in the sanctuary and wake up with all the pandas snuggled around you two.
Canada: He quickly held you to his chest and using his French charm, coaxed you to calm down with his words and kisses. He’d carry you to the kitchen and make you heart shaped pancakes and then proceed to feed you while holding you in his lap. He’d be very honored that you were scared of losing him, and in return tell you he often had thoughts that you would forget him.
Edit: I FORGOT RUSSIA HOW COULD I QAQ I’M SORRY VODKA PRINCE
Russia: He’d be alarmed quickly. He’d hug you tightly and repeatedly ask what’s wrong. He might even start to cry if you can get it out. Being childish, he’s also afraid you’ll leave him and once you tell him your nightmare, he’ll instantly tell you he wouldn’t. He might even get mad from you think he would. He’d be quick to tell you a story and keep telling them until you fall asleep again.