In a sense, most certainly yes! In the middle ages, each fiefdom was a small city-state, controlling in its own right not all that much territory. There certainly wasn't the concept of nationalism as we know it today. And even if some duke was technically subservient to a king, that king wasn't issuing laws that directly impacted the duke's land on a day to day basis.

This is unlike what we have today: We have countries that span vast areas of land, with all authority reporting back to a central government. Think of how large the US is, and think of the fact that the government in Washington DC has power over it all. That is a centralized government.

It is true that there are state governments, but they are weak. Too weak, in fact. In the US today, the federal government is the final source of authority. The president of the US has far more power over what happens in a given state than a king in the middle ages had over what happened in any feudal dukedom.