Russian people of Soviet era had the same complex.

We were taught that we have best science, culture, sport, military and most progressive state. Also we were strong but good, not as "prokliatye imperialisty" ("cursed imperialists")

It evaporated in '90s, but not completely - I often hear "we were ...."

Jerome K. Jerome wrote about the same complex in British people. If I recall correctly that must be in "Diary of a Pilgrimage"