I created a nations set based on, well, hockey.
I wish I had saved my full setup, but I created a league based in Canada, and with 24 of the 30 teams from America. After that, I set the foreigner percentage to about 28 (from the default 30) to reflect the non-US/Canada population in the NHL. And taking a look at my default universe, it looks VERY good, so you should have success with this. It even has a proportional amount of French Canadians within the Canadian nation.
I tried to follow the IIHF rankings while doing this, meaning you'll see a lot of Russians, Swedes, Finns and Czechs among your players. And with any luck, you'll have some real NHL names in there too. I know my last universe, my coach was named Sedin (the third twin?), my scouting director was named Cloutier (I wonder if his scouting is as bad as his goaltending) and my trainer was named Hejduk.
Feedback is welcomed.