Are bagpipes Scots? Well, at least two types are. The "highland" or "great" pipe which is the most famous, has a distinctive and unique scale. They're the kind played by played by Mr Vader. The other Scots kind is known as "lowland" or "border" pipes because they were played, you guessed it, in the lowland region along the Scots/English border. Or "smallpipes" because they're smaller than bigger types of bagpipe. These are more technologically advanced and play a pretty much standard scale. They also have a more domestic level of volume.
England has bagpipes, the bigger, louder type died out in the 17th century, but has had a bit of a revival since the 1980s. There's an unbroken tradition of Northumbrian smallpipes however, and they're among the most technologically advanced pipes of the lot. There's some very, very good players around.
Northumbrian smallpipes -
https://m.youtube.com/watch?v=MFYyVj6he_gIreland, of course, has the distinctive Uillean pipes -
https://m.youtube.com/watch?v=XsdAUwXekScAfter that, it's easier to say where in Europe doesn't (or didn't) have bagpipes, and often more than one kind.
Books have been written about the history of bagpipes, they're one of the oldest and most widespread instruments.
Here's a few more examples of the species. The French style are probably the most widespread, very similar pipes were, and still are, played across most of Europe.
Scots smallpipes -
https://m.youtube.com/watch?v=YsDXQxCacKgFrench, in the band context that's common nowadays -
https://m.youtube.com/watch?v=S2lhBeyKyI4A different kind of French pipe -
https://m.youtube.com/watch?v=xWOQf7td5HMBritanny -
https://m.youtube.com/watch?v=5KMzTlfm5iIGalicia (Spain) -
https://m.youtube.com/watch?v=uzF35iRocJA