List of countries of course are obviously used in user registrations or user profiles and on e-commerce websites. Almost all web apps refer to ISO 3166 which is the country codes list. Each country/territory has its own: 2-letter code, 3-letter code and a 3-digit code.
Please do take note that not all the countries in the list are really independent countries. Most of them are geographically separate territories but are part of another country.
Here’s the list. 