I was wondering at the separation of Sweden and Norway though - thought they were a Union under the Swedish crown from the Convention of Moss in 1814 until Norwegian Independence in 1905.
"The replacement of Venice by Russia was especially significant, since it brought financial aid (after Danilo visited Peter the Great in 1715), modest territorial gain, and, in 1789, formal recognition by the Ottoman Porte of Montenegro's independence as a state under Petar I Petrović Njegoš."
I suggest accepting "Hesse-Nassau" and "Hessen-Nassau" as answers for Nassau. The Duchy of Nassau, which existed in 1815, is different from the Province of Hesse-Nassau within Prussia, which was formed in 1868. I think however, that accepting these as alternate names for Nassau would make at least a little sense, given how broad the scope of accepted answers generally are.
I learn so much from JetPunk and I'm a great-grandmother who lived through some of the answers. (But not on this quiz..)
While not fully independent, it was definitely not part of Sweden itself.