Magyars probably need a historical state to prove that they are some ancient people. Well, Kingdom of Hungary was a multi-ethnical state and anybody didn't care normally, what language did one speak, until rise of nationalism in the 19th century. People were either peasants or aristocrats, official language was Latin. I wouldn't say Kingdom of Hungary was Magyar state (just like Magna Moravia was not Moravian or Slovak state, it was Moravian-Slovak or Slovak-Moravian state), moreover in the Middle age Frankish chroniclers called Hungarian kingdom as one of Slavic states (yes, because of high percentage of the Slavs). So, after all a Hungarian was a member of nobility, later a Hungarian was a citizen of the Kingdom and after the revolution a Hungarian was a Magyar, but Magyars don't use word Hungarian in their native language. So, if someone claimed to be a Hungarian, it doesn't necessary mean he was ethnical Magyar (this is case of famous composer Franz Liszt, who was a Hungarian by citizenship, didn't speak Magyar language, his father was Slovak and mother German).

If anybody asks me : Are the Slovaks ancient nation? My answer would be : Yes, they are. All European nations are very old. Just have a look at embroideries on Slovak folk costumes – these symbols are obviously ancient. It's important to mention that they are ancestral. That is a nice proof. Germans haven't anything like that and nobody calls them as young artificial nation.

So, a nation does not need a state to be the ancient nation. Fundamental definition of the term nation is : nation has a common territory, language and culture. Nice example are Basque people.