For countries this wiki uses this category. (For comparison, English Wikipedia uses plural names for categories, thus Category:Countries)
This is the category for countries.
The OntoCleanPaper example defines a country as an example of a Political entity and distinguishes it from its Geographical region. The way to make the link is to use the property has geographical location instead of located in.
This category has the following 3 subcategories, out of 3 total.
Pages in category "Country"
The following 85 pages are in this category, out of 85 total.