The Swiss gaurd have been protecting the Vatican since 1506 (according to a vatican website). However, the Vatican hasn't been a nation since 1506. Just as there was a King of France long before France became a nation-state. Before 1929 the Vatican might have been a part of Italy (though still defended by its own military) or it might simply have not been defined as a nation. Having focused my studies on the middle ages I'm not sure on the matter.