I think much of the ribbing and joking probably has its roots in the fact that several centuries ago the English did indeed fight with both the Welsh and the Scotts (not to mention that little skirmish we had over in Ireland in the early part of the 20th century).
There is supposedly an English town somewhere near the Welsh border which has never repealed an old local by-law which made it legal to shoot without question any Welshman seen within the city walls after dark!
I think it would be wrong to deny that there is some deep-seated resentment among a small percentage of people. For example, it has not been unknown for English tourists to go into a shop in Wales and find the people pretending not to speak English, even though they were heard doing so a few seconds before and switched to Welsh when they saw strangers come in. English-owned holiday homes have been torched in Wales in the past too.
On the whole though, I think it's mostly just ribbing and joking, just as exists between parts of England, e.g. the Yorkshire/Lancashire rivalry, which quite possibly also has its roots firmly in history (search on "War of The Roses," I'm sure there must be plenty of references).
could you really hate a guy in a skirt?
The dreaded "Devils in Skirts!"
But so are the Cornish and they're English.
Cornwall (or
Kernow) was separate from England at one time. There are groups in the county today who would seriously like Cornwall to become a completely separately country again, and who certainly consider themselves to be Cornish, not English.