The England captain ended a seven-game goal drought to complete a comeback at Wembley, sealing a 2-1 victory Sunday in the final group game in European soccer's newest competition.
Italy dominated and had the better of the chances in front of a packed crowd in Milan but ended with a sixth successive home draw.
Midfielder Wijnaldum scored just before halftime and Depay converted an audacious stoppage-time penalty as the Dutch overran the world champions.
Memphis Depay and Georgino Wijnaldum scored for Netherlands as they beat world champions France 2-0 in Rotterdam in the UEFA Nations League.
Tin Jedjvaj scored late in stoppage time to earn Croatia a dramatic 3-2 win over Spain in the UEFA Nations League fixture.
It was Germany's sixth loss overall in 2018, and fourth in its last six competitive games after a group-stage exit at the World Cup.
Raheem Sterling scored twice and Marcus Rashford once in a stunning first half leading England to its first win in Spain since 1987.
Cristiano Biraghi's goal in stoppage time earned the Azzurri a much-needed 1-0 win in Poland on Sunday in the UEFA Nations League.
The result left Belgium with six points from two games in Group 2 of the top-tier League A, three points more than Switzerland.
Iceland was 2-0 up with five minutes left at the Roudourou stadium in Brittany and looked set to hand France its first loss since winning the World Cup in July.
With young Sevilla striker Andre Silva scoring again, Portugal won 3-2 in Chorzow to take control of Group 3 of the top-tier League A in Europe's newest competition.
Luis Enrique first contact with players came less than two weeks ago in training camp. He immediately imposed his energetic style in the practice sessions, and it translated onto the field in the first two matches.
It was the biggest defeat ever for Croatia, who were playing their first competitive game since reaching the World Cup final in Russia.
Portugal did not need Ronaldo - who skipped international duty to recharge after a busy summer - to beat Italy 1-0 in Europe's newest soccer competition.
Mbappe, who was the first teenager to score in a World Cup final since Pele in 1958, netted his ninth goal for France.
The football fervor that swept through England during June and July was punctured by a 2-1 loss to Spain.
Brazilian-born midfielder Jorginho converted the spot-kick after substitute Federico Chiesa earned the late penalty for Italy.
Chiellini was one of a number of players who announced they were quitting the national team after November's playoff loss to Sweden saw Italy fail to qualify for the World Cup.
Germany and France headlined the opening night of the UEFA Nations League, it was the 2014 world champion against this year's winner but the upshot was a 0-0 draw.
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