If we do not base identity on the nation-state, what do we base it on?
As previously mentioned, religion seems to lead to the medieval ideas of Christendom and the Caliphate. At the very minimum, these leave out vast swathes of the planet, and millions (if not billions) of persons. The even older systems, based on the blood ties of family, clan, and tribe, seem even less viable in a century where many are long and distantly separated from those beginnings, either by chance or choice.
So what does that leave us? Philosophy, as distinct from religion? Occupational affiliations?
The occupational affiliations may be useful: If (for example) farmers start to see themselves as connected, wherever in the world they may be, then it may become more likely that they will bring to light invasive species, land use, and pollution issues, and just possibly put pressure on their respective national governments in these areas.
We need, I suspect, a new kind of consciousness that is global and species-wide in extent, that is grounded in our common humanity and common planetary existence, if we are to develop structures and systems that will support all of us. It has been noted by those wiser than myself that humans, short on claws & teeth, have nonetheless conquered the planet with one shining characteristic. We are capable of cooperation, and on a massive scale, when we perceive that it is in our interest.
It seems entirely possible that the thing that stops us from cooperating is fear. We are taught to fear each other, either by tribal, nationalist, or religious authorities. Those authorities act out of their own fear, and often because they have a vested interest in continuing conflicts. It's such a short step from fear to hate, and such an easy one to take.
Perhaps, then, what is needed is a first step into an identity that holds cooperation as a basic value.