Note: None of the below is required/official/etc. These are just my own headcanons that you can use (or not) if it helps you.
Given the theme of this site, we have a large number of nations who have been annexed, conquered, etc. by a stronger country or empire. And some of them would be more upset about this state of affairs than others, and the stronger country or empire can be treating them many different ways. It's sometimes easier to figure out what the situation would be in a particular country in real world terms than it would be in Hetalia terms, so this guide is supposed to help you figure out what is equivalent to what.
Level of Resistance
None Some nations are actually happy to be ruled by another - often because they're small and weak. A stronger nation can protect and help them govern themselves and they like it. Others aren't so happy about it but are content to petition their government for more autonomy and don't do anything more than that. Still others are so afraid of the nation over them that they don't dare offer up any resistance at all. These nations may have anything from almost no to almost total autonomy - they could be practically a state or province in that they actually consider themselves to fully be a part of the stronger nation, or they could be almost an independent country who only leans on the stronger nation for military protection.
In Hetalia terms, this means that the nation is a willing servant. Generally speaking, large nations give good jobs to those that they trust like being their advisor, while those that they dislike get bad jobs like scrubbing the floor. If the nation is serving willingly, odds are great that the stronger nation will recognize that and reward it in some way, but that really depends. Some nations are harsh no matter how willingly they're being served. And how much they're allowed to act for themselves also depends, but it tends to range from being treated like a slave to being allowed to live independently aside from having the stronger nation check in on them from time to time.
Low Some nations resist being ruled by others, but not very much. They may have a small rebel group - nothing anywhere large enough to take as a serious threat, but enough to occasionally cause problems. And/or they might not enforce the stronger nation's laws as well as they're supposed to. And/or there might be people complaining about having to live under the rule of the stronger nation. And the stronger nation may decide not to do anything about it, try to resolve the problems in a nice fashion, or try to resolve it by being harsh. Or the stronger nation may be unaware of the problem, either because they're not paying close attention or because the resistance is being done in secret.
In Hetalia terms, this means that the nation is unhappy enough about their situation that they're actually doing something about it. But they could be doing it quietly, behind the stronger nation's back. If they're successful that means they're likely being treated just like any other willing nation. Or they could be open about it, griping about their situation, not listening, or otherwise misbehaving to some degree. The stronger nation might hope that it goes away in time, attempt to win them over by being extra nice, or punish their behavior.
Medium Some nations are quite active in their resistance, though they're not rebelling outright. They usually have a rebel group at this point, and it's probably a good size - and the stronger nation is likely to know about it simply because it's large, though they may have a tricky time trying to root it out because it's not exactly out in the open. Many large nations combat this by increasing their policing of the nation, especially when it comes to intelligence gathering. At the extreme end, they may turn the weaker nation into a police state, making it things very difficult for the rebels.
In Hetalia terms, this means that the nation is most certainly fighting against the stronger nation, but most likely in a passive-aggressive manner and that can be tricky to address. And the stronger nation probably knows about it - if not, they're probably trying to track down who exactly has been trying to sabotage them. They may try to address this by making the known or suspected problem nation work under supervision, or they may be extremely heavy handed and simply throw them into prison so that they can't cause trouble.
High Some nations resist being ruled so strongly that they're in open rebellion. At this point the stronger nation has very few options - they can either abandon the nation and leave it to its own devices, or it can try to bring it back under control by sending in the army. And if it sends in the army, that army may or may not be enough. If the difference in size of the nations is enough, the stronger nation might even be able to send in an overwhelming force and stop the rebels very easily, or it could be the rebels who are stronger. If they're somewhat evenly matched, you're looking at a drawn out civil war. If the stronger nation wins, they're likely to impose extra restrictions in the area in order to prevent another uprising until the danger of that is past.
In Hetalia terms, this means that the nation is actively and openly trying to fight the stronger nation. If they put up a good enough fight they might actually win and be able to leave the larger nation - if not, they'll most likely find themselves either beaten into submission or thrown into prison.
Now, nations in prison in Hetalia terms aren't quite like RL prisons for people. If the resistance of a nation's people is stronger or becomes stronger than the stronger nation's ability to keep it suppressed, then that nation can escape. Also, it's impossible for the stronger nation to prevent other nations from visiting - they can only grant permission to do so freely or not. They can't stop other nations from sneaking in for a chat, depending on the nation - nations with good intelligence operatives are so good at sneaking about that they may even not get caught doing it. And of course a really strong nation could break in and rescue an imprisoned nation (or, alternatively, steal them for themselves), but that or getting caught spying would naturally infuriate the nation trying to hold the prisoner... See, there's a lot of ways to play with these things!