I’ve always thought it was just a little weird that the U.S. references rockets and bombs, i.e. war, in the anthem. What are some other curiosities in national anthems?
The Dutch national anthem has everyone singing they are Germans. Weird.
It’s about William of Orange, and is sung from his perspective.
The line is:
*Wilhelmus van Nassouwe
Ben ick van Duytschen Bloedt,
*
Translation:
William of Nassau,
I am of German blood
We then carry on singing about how we always honoured the king of Spain. Awkward, before the footy matches! 
That’s funny! Good one.
Not that unusual. The French Marseillaise is far bloodier.
Allons enfants de la Patrie, Arise, children of the Fatherland,
Le jour de gloire est arrivé ! The day of glory has arrived!
Contre nous de la tyrannie, Against us tyranny
L'étendard sanglant est levé, Raises its bloody banner
Entendez-vous dans les campagnes Do you hear, in the countryside,
Mugir ces féroces soldats ? The roar of those ferocious soldiers?
Ils viennent jusque dans vos bras They're coming right into your arms
Égorger vos fils, vos compagnes ! To cut the throats of your sons and women!
Aux armes, citoyens, To arms, citizens,
Formez vos bataillons, Form your battalions,
Marchons, marchons ! Let's march, let's march!
Qu'un sang impur Let an impure blood
Abreuve nos sillons ! Water our furrows!
Ha! I said it was a little weird. I figured other countries might have reference to conquest, past glory on the battlefield, etc. The bit about cutting throats is unusual though, isn’t it? 
Can we throw in a state song?
“Maryland, My Maryland”, the state song of the state of Maryland, calls for the violent overthrow of the US government:
the gore in the streets of Baltimore refers to pro-Confederate rebels attacking US soldiers as the soldiers marched southwards through Baltimore in 1861.
I was once told that the literal translation of the Egyptian national anthem’s first line is, “Oh, my weapon, how I long to clutch thee.” Can’t vouch for that being true…
The de facto British national anthem, God Save the Queen has at times been rewritten to include verses about crushing rebellious Scots, anti-French sentiments, etc - generally depending on the prevailing politics of conflict at the time.
The anthems of Spain, Bosnia and Herzegovina, Kosovo, and San Marino have no official lyrics.
Algeria’s is also all about war. It’s quite modern in its weaponry too; the people of Algeria have evidently taken “the sound of machine guns as our melody.”
The despot in question being Abraham Lincoln.
The Korean national anthem (Arirang) paraphrased into English:
This is the beautiful mountain where my lover left me, I hope he broke his leg.
The de facto Russian national anthem is the old Soviet national anthem without the lyrics. There was an attempt to completely replace the Soviet anthem, but it never quite caught on, and now Putin’s government seems fond of the Soviet style. There might well be lessons here.
Combined, these two facts mean that the only national anthem to show respect to the king of Spain (or to even mention Spain, for that matter) is the Dutch one. Weird, right?
Another interesting one in my opinion is the Swedish national anthem. It never mentions Sweden itself, and instead makes reference to “the North”. The author of the lyrics was a Scandinavian nationalist who saw Norway and Sweden (and perhaps Denmark too) as a single entity, hence the chorus that goes “Yes I want to live, I want to die in the North”.
The lyrics of Ukraine’s national anthem are pretty negative. Here’s an English translation (from Wikipedia):
“Has not yet died”? “Fate shall smile once more”? It doesn’t sound like things are very good there in the present time. And remember that this was written long before Ukraine’s current troubles,