Country names (published by Permanent Committee on Geographical Names): https://www.gov.uk/government/publications/country-names
FCO Geographical Names Index - country names and descriptive terms (published by FCO): https://www.gov.uk/government/publications/geographical-names-and-information
World locations: https://www.gov.uk/government/world
Foreign travel advice: https://www.gov.uk/foreign-travel-advice
ISO country codes (published by HMRC): https://www.gov.uk/government/publications/iso-country-codes
GPC country codes (published by FCO): https://www.gov.uk/government/uploads/system/uploads/attachment_data/file/340933/Country_codes_CSV.csv/preview
UK Trade Tariff: country and currency codes: https://www.gov.uk/government/publications/uk-trade-tariff-country-and-currency-codes/uk-trade-tariff-country-and-currency-codes
Home office fees drop-down: https://visa-fees.homeoffice.gov.uk/y
Countries in EU and EEA: https://www.gov.uk/eu-eea
EU country codes: https://www.gov.uk/guidance/vat-eu-country-codes-vat-numbers-and-vat-in-other-languages