When I think about past wars, WWII in particular, it is with a strong sense of 'there but for the grace of god' (am an atheist with but it's an apt expression). Had my ancestors lived in Germany, had I, would they / I have been among the few to resist nazism? I cannot truthfully answer yes to that, much as hindsight and my sense of myself as a good and moral person means I'd like to be able to. That is a starting point for some valuable introspection and thinking about things going on in the world today.
It's so easy when your ancestors were on the winning side to claim moral victory for yourself without applying any thought at all but so very complacent and potentially dangerous, I think. It's through this sort of selective identification that simplistic nationalism is built.
As it happens I'm a second generation immigrant (not that anyone would know if I didn't tell them) but my family are from an allied country - phewee! Seems to me they could, anyone's could, just as well have been German, or slave-traders or whatever.
But, I do feel lucky and to an extent proud to live in a country with some established political ideas and structures that contributed to it doing the right thing at some points in the past and while I'm here, I feel a responsibility to help maintain, develop, defend those, it's always an active process. So pride in action and achievement, anger and shame about negative actions. Neither just about 'being'.