At present, the only internationally-recognised sovereign state in the world with a wordless national anthem is Spain. The Spanish anthem, the Marcha Real, has had different sets of lyrics written for it by various writers, but none have ever been officially adopted. It is also one of the oldest national anthems, and remains an instrumental piece to this day.
The other European state with a wordless anthem is Kosovo. However, the political status of Kosovo is unclear (and vociferously disputed by all sides involved).