Russia adopted an imperial anthem (God Save the Tsar) in 1833; you can hear the tune in Tchaikovsky's 1812 Overture. After the revolution, of course, that would not do; the provisional government adopted the Varshavyanka (I think), and the Bolshies replaced it with the Internationale. The USSR replaced that in 1944 as a gesture to the Allies.

It is true that the Star-Spangled Banner did not become official till 1931, but it had been the de facto anthem for a long time. During W.W. I, you might be lynched for not standing up when it was played.