"The World Encyclopedia of Flags" Alfred Znamierowski agrees with Shady (Denmark's flag was officially confirmed in 1625).
This site claims Latvia's
http://flagspot.net/flags/lv.html
It was the banner of the home guard of Cesis in 1279. It was approved as a national flag in 1921, and re-adopted in 1990.
This site claims Scotland Cross of St. Andrew, but provides no documentation.
[link no longer works] geo.ed.ac.uk/home/scotland/saltire.html
And this site gives the title to the flag of Wales, (the red dragon [Y Ddraig Goch] dates from the 4th century and adopted to the battle standard of Cadwaladr, Prince of Gwynedd in the 7th) and a dragon is recorded as being the symbol of Wales in c.820 c.e.
These last two beg the question if they are national flags. The above mentioned Encyclopedia lists them as United Kingdom Territories.
The first "national flag" in the modern sense is the Dutch Prinsenvlag, (adopted 1574, but was replaced by the current flag in 1796) followed by the flags of the U.S. and France (adopted 1794, uninterrupted use since 1848).