If I remember correctly you can do this by editing the DP file in Notepad. Here's the [MISC_DATA] section from the default Wildcat which should work in all default campaigns.

[MISC_DATA]
unit_family=1
category=1
allegiance=3
max_group_size=8
min_speed=240
cruise_speed=405
max_speed=607
min_alt=50
cruise_alt=5893
max_alt=8839
entered_service=11/1/40
crew=1

The allegiance= number defines the nationality. allegiance= (0 = Neutral, 1 = British, 2 = German, 3 = US, 4 = Japanese etc)