There's only one Nelson's Column, right? Wrong. In fact, after the naval hero died in 1805, there was a national outpouring of grief, with monuments erected up and down the country. Many took the form of obelisks and columns, and nearly all of them went up before London's.

Glasgow
Scotland got in there decades before London: Nelson's Monument on Glasgow Green was up in 1806, less than a year after Nelson's death. (London's wasn't completed till 1843.)
It's less elaborate than the Trafalgar Square effort; a fuss-less, lion-less obelisk, imprinted simply with 'Horatio Count Nelson'. But it has seen excitement in the past, like the time it was struck by lightning, as captured in the above painting by John Knox.

Great Yarmouth
It's only right that Great Yarmouth has a monument to Nelson; he was a Norfolk lad after all. The Britannia Monument went up on the South Denes in August 1817 to "great huzzahs and goings-on" — 26 years before its London sibling. OK, it's Britannia who presides from the pedestal rather than the vice-admiral, but it is dedicated to him, with his coat of arms and motto — and it's sometimes referred to as Nelson's Monument.
Its 217 steps are sometimes open to the public too, unlike London's.
Portsmouth
The Nelson Monument on Portsdown Hill near Portsmouth was already mooted before Nelson was killed, although it wasn't still wasn't polished off till 1808.
Like London's column, there's a Nelson atop this monument, although this one's a bust rather than a head-to-toe statue. Pull your socks up, Portsmouth.

Hereford
Hereford's Nelson Monument was put up in 1809 and was supposed to have an effigy standing proudly on top of it, but the project ran out of dosh, so they just shoved an urn up there instead. Nice work.
Dublin
In hindsight, building a stonking great monument to an English hero in the middle of Dublin was perhaps not the brightest idea. Nelson's Pillar was erected on Dublin's (then) Sackville Street in 1809, and it didn't take long for words like "unsightly" and "clumsy" to get chucked at it.
Though the column survived the Easter Rising of 1916, it was blown up 50 years later by republican activists. The pillar was later put out of its misery, when the stump was removed altogether. Bits of the stone letter work are arranged in the gardens of Butler House, Kilkenny. And, apparently after appearing on stage with The Dubliners, Nelson's head now resides in the Gilbert Library on Dublin's Pearse Street.

Elsewhere in the world
Of course there are many other homages to Nelson up and down the country, such as Edinburgh's Nelson Monument (thought to be the oldest monument to Nelson anywhere) and the Nelson Monument in Liverpool, but we haven't included these, as they're not columns as such. Still, the columns aren't just restricted to the UK.
There is, for instance, a stubby plinth occupied by a bronze Nelson in Bridgetown, Barbados. Moreover, there's an actual Nelsons's Column in Montreal, Quebec, erected in 1809 — long before London's.
There's no questioning Horatio is one of the most celebrated sailors of all time. We still reckon he's commemorated best in Trafalgar Square, though. Even if London took a while to get round to it.