Denmark - Danish Dynamite, Olsen-Banden (The Olsen Gang), Olsen's Elleve (Olsen's Eleven)
Why: The brilliant Denmark team of the 1980s was called Danish Dynamite, while the current are nicknamed after coach Morten Olsen. Sounds like a short term strategy for a nickname, but Olsen has been in charge since the year 2000. Plus Olsen's Eleven is a world class pun.

England - The Three Lions
Why: There are three lions on the Football Association crest, in reference to the total number of lions ever spotted in England. Or because of the English coat of arms.