Nation

A nation or country was a large geopolitical area.

On Earth
Among the many countries on Earth throughout its history were France, (PROSE: Sanctuary) Turkey, (PROSE: Eternity Weeps) Nigeria (PROSE: You Had Me at Verify User Name and Password) and Sri Lanka — known at least in the early 20th century as "Ceylon". (PROSE: The Scales of Injustice)

The Eurovision Song Contest was an annual competition held among the nations of Europe. Jack Harkness remembered when ABBA won the Eurovision Song Contest. (AUDIO: The Dead Line) The European Union was a coalition of mostly European nations during the late 20th and early 21st centuries. (AUDIO: The Longest Night)

By 2010, Jo Jones claimed to have visited every country on Earth. (TV: Death of the Doctor)

On other planets
Anjon was a country on Espero that was ruled by a democratically elected Prime Administrator. (PROSE: Halflife)

Other references
The Second Doctor warned Polly Wright that the Daleks were capable of exterminating whole nations. (TV: The Power of the Daleks)