This is a mere supplement to the other answers.
First, there are several places in the code where you stack two if-statements on top of each other, because you want to check two different conditions before proceeding with an operation:
if "Citizens of " in line:
if "vaccination" not in line:
for nation in nations_List:
In these cases it would be better to have a single if-statement. This is more typical and makes your intentions clearer to future readers. (If I saw a double-if-stack out in the wild, I would immediately begin looking for the else clause that goes with the second if, because why else would it be written like that?)
if "Citizens of " in line and "vaccination" not in line:
for nation in nations_List:
Second, some of your lines are very long (179 characters at the longest). AlexV's answer discussed the problem of formatting lists and dictionaries, but other parts of your code are even longer:
for i in range(len(document_and_key_List)):
if (document_and_key_List[i] != "diplomatic_authorization" and document_and_key_List[i] != "ID_card") and document_and_key_List[i] != "certificate_of_vaccination":
if document_and_exp_date_Dict[document_and_key_List[i]][0] < "1982":
return "Entry denied: " + documents_List[underlined_documents_List.index(document_and_key_List[i])]+ " expired."
This is typically considered poor style. It increases the odds that someone will have to scroll both vertically and horizontally to read your code, which is slightly annoying and certainly doesn't aid understanding. The PEP 8 guidelines recommend limiting lines to 79 characters, maybe 99, and provide guidance on where and how to break lines to aid in this. Limiting the amount of nesting in your code will help too. You can even shorten some of your variable names (though you don't want to sacrifice descriptive power).
for i in range(len(doc_names)):
if (doc_names[i] != "diplomatic_authorization"
and doc_names[i] != "ID_card"
and doc_names[i] != "certificate_of_vaccination"):
if doc_exp_date[doc_names[i]][0] < "1982":
return ("Entry denied: "
+ docs[underlined_docs.index(doc_names[i])]
+ " expired.")