Nationalism is the sense of political identity that binds people together under a shared national identity, culture, and history. It is a belief that individuals' loyalty and allegiance should be directed towards their nation, which is seen as a unified political entity. Nationalism can shape political movements and influence the policies of a state.
Step 1: Nationalism defines a sense of belonging to a particular nation, with shared culture, values, and goals.
Step 2: The other options, such as freedom, state, and nation, are related to political identity but do not emphasize the collective sense of belonging to a political entity as strongly as nationalism does.
Final Answer:
\[
\boxed{(D) \, \text{Nationalism}}
\]