Which major themes of history have defined the era of 1804–1939?

In my view, the most important themes of the period 1804–1939 were nationalism, independence, industrialization, and globalization, each of which was related to and intertwined with the others.
1804 marked the start of Napoleon's period of greatest power. He had himself crowned Emperor and then embarked on a successful campaign in the heart of Europe, defeating the Austrians, Russians, and Prussians, bringing an end to the Holy Roman Empire and the old order of Europe. He reduced the German principalities to client states and compelled Russia into an initial alliance with France. All of this, however, stimulated nationalistic resentment, an ethnic "awakening," particularly among the Germans, and an eventual rising against Napoleon's dominance.The huge battle that took place at Leipzig in 1813 is known in German as the Völkerschlacht (battle of the nations), which signaled the beginning of the end for Napoleon and the breakup of his empire. German leaders who were at first allied with Napoleon switched sides in the course of the long battle. After Bonaparte's final defeat, nationalism eventually led to the desire to create unified nation-states. Italy was unified in 1870 and Germany in 1871.
A corollary of nationalism is the desire for independence from foreign or colonial rule. The Latin American countries achieved this in the 1820s. In the same decade, Greece, with help from Western Europe, became independent of the Ottoman Empire, as did most of the Balkan peoples by 1913. Yet during the nineteenth century, European imperialism and dominance over non-European peoples increased. India was made an official part of the British Empire instead of merely a "possession" of the East India Company. Imperialism wasn't just a British issue—France, Belgium, the Netherlands, Italy, and Germany all got into the imperialism game with colonies in Asia and Africa. This situation persisted until the end of the period we are examining and beyond.
Independence as a concept includes the liberation of unfree peoples in the labor force. By the 1860s, serfdom had been finally abolished in all of Europe. Slavery was ended in 1865 in the US and in Brazil by the 1890s. Industrialization in Europe and North America resulted in large population shifts from the countryside to the cities. In Europe, rural people were largely forced off the land by "enclosures" and the expropriation of land by the owning classes. By the late nineteenth century and into the early twentieth, unions were created in the Western countries, which partly ameliorated the exploitation of labor and improved conditions for workers. Ironically, it was the country in Europe with the least industry, Russia, which saw in 1917 a revolution in which the ruling class was expelled, though the Bolsheviks who took over ended up oppressing the population even more severely than the Czarist regime had done.
The forces of nationalism, the wish to redress past grievances, and economic competition among the colonial European powers—in particular, a shift in the balance of power caused by the recently unified Germany—led to the explosion of 1914. World War I proved to be the deadliest war in European history to that point. In its aftermath, the Austrian, Ottoman, and Russian empires were dissolved. The resentment in Germany over the terms of the Armistice and the indemnity imposed on Germany was exploited by Hitler to achieve power and create the brutal, genocidal dictatorship that started World War II in 1939.
In the meantime, a globalization process was occurring that tied into these developments. Advances in technology and communication began to erode the insular character (with regard to the West) of both China and Japan. After the Meiji restoration in Japan in 1868, the Japanese entered a process of modernization. British and American military experts were brought in to create a Western-style army. Japan began to have imperialistic ambitions and intended to create a vast empire in Asia, first invading China and then attempting to expel the Western powers from Asia beginning in 1941. Though the Japanese were defeated, of course, World War II simultaneously marked the beginning of the end for colonialism in Asia and throughout the world as a whole.