Waalkwriter, the nationality question is indeed a conundrum. But they award the Nobel prizes to individuals, not according to nationality. The fact that Milosz lived for years in California, as did Thomas Mann, with Isaac Bashevis Singer living in New York, and Nabokov and Brodsky and Solzhenitsyn in other parts of the USA, does not make them all dyed-in-the-wool apple-pie Americans.
If the world were a more civilised place, all these Russians and Poles under Communism, and Germans under Nazism, wouldn't have had to live in exile because the authorities in their countries of origin were too stupid, fearful, and ignorant to cope with clever writers who told the truth instead of what the authorities (look at North Korea!!!) wanted to hear about themselves.
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To return to the original question, The Netherlands is one country that has never had a Nobel Prize for Literature. But in Holland they have never learnt to promote the really accomplished national writers instead of their own friends, one-day butterflies, or dreadful moralists. There can surely be no other decent country with around 16 million inhabitants in northern Europe that has not won a Nobel yet for literature. I'm not sure that Mulisch and Nooteboom are necessarily Nobel material, but someone will emerge one day. Given the fact that The Netherlands has a good translation culture, Dutch authors must get plenty of literary impulses from abroad and exposure to great authors. But outside of Holland, you hardly ever hear anything about Dutch literature as a whole.