If you're interested in watching it, I'd rather not give spoilers.
Basically, Italy, Germany, Japan and Prussia enter a mansion they heard rumors about, and end up locked inside. Suddenly, they get separated, and they encounter a monster, commonly called Tony, or Steve by fans.
It gets even more complicated as the allies (including Canada) enter as well, and the alien/monster thing is trying to kill all of them.
The series is focused on their fight to escape the mansion, overcoming personal issues that arise due to the situation, and uncovering secrets that will shock and even depress any Hetalia fan that watches it through.
Unfortunately, it is on hiatus, and the cliffhanger is just AWFUL. If you'd prefer having it drive you crazy, then by all means, PLEASE watch it!