Each nation with military power would defend themselves (and their allies if they remain loyal or are spared from the attack) to the best of their ability. I'd imagine that we would send in fighter/bombers, local law-enforcement, infantry, tanks, APC's, and battleships to handle the initial conflict. If that fails and the situation becomes desperate, we may initiate a nuclear strike. If that fails, they win. We go underground. Humanity enters one of its darkest chapters thusfar in history.
nvm...I so read that as dragons not dagon.
Hoooooooly crap so did I. My apologies for that last sentence.