Countries taxonomy for Drupal
If you want to have a taxonomy for countries inside your website, you can download the XML file attached with this post and then download the Taxonomy Import module from here https://www.drupal.org/project/taxonomy_xml.
After downloading, you can see two new tabs for import/export on taxonomies page.
Go to import -> Target Vocabulary (Select "Your Desktop Direct File Upload") -> Browse file to upload -> From dropdown select format of file to XML -> then click on import.
You can see that a new vocabulary has been created, then later you can change the name of vocabulary .