About the time the Declaration of Independence was being signed, the Continental Congress was writing up our first constitution, which would be known as "The Articles of Confederation". This document united the states into a single country, but it was not approved officially by all the states until 1781. Not to be confused with the "Constitution of the United States", this agreement established a weak federal system, which reminds me of an early "European Union". There was no president, no national court system, the states could raise their own militias and states could coin their own money (value was set by the Fed however).
There were thirteen articles in all. I found article eleven amusing as it states no colonies can enter the union without the approval of the other states except...Canada! Canada has free admission to the union if they want to join, but I guess they turned us down. Overall, it was not a very strong union, but it was enough to get us started.
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