Update: Now with macrons!
(Macrons reproduced as in my source.)
The book Clavis Latina II, grammatica & exercitia by Maija-Leena Kallela and Erkki Palmén (I advertised this series for self-study here) contains a list of many modern countries as an appendix.
In my experience the series is well researched and reliable.
Some countries have several spelling variants, but I don't think all options are included here.
This book has only appeared in print in Finnish, so I will reproduce the appendix here in English.
Each country is given three Latin words, in the order "Finland, Finnish, Finns".
- Eurōpa Septentriōnālis:
- Finland: Finnia, Finnicus, Finnī
- Sweden: Suētia, Suēticus, Suētī
- Norway: Norvēgia, Norvēgicus, Norvēgī
- Denmark: Dānia, Dānicus, Dānī
- Iceland: Islandia, Islandiēnsis, Islandiēnsēs
- Eurōpa Occidentālis:
- The Netherlands: Nēderlandia, Nēderlandiēnsis, Nēderlandiēnsēs
- Belgium: Belgium, Belgicus, Belgae
- Eire: Rēs Pūblica Irlandiae, Irlandiēnsis, Irlandiēnsēs
- Monaco: Monoecus, Monoecēnsis, Monoecēnsēs
- Liechtenstein: Lichtenstenum, Lichtenstenēnsis, Lichtenstenēnsēs
- Luxemburg: Luxemburgum, Luxemburgēnsis, Luxemburgēnsēs
- France: Francogallia, Francogallicus, Francogallī
- UK: Regnum Ūnītum (Magna Britannia et Irlandia Septentriōnālis), Britannicus, Britannī
- England: Anglia, Anglicus, Anglī
- Scotland: Scōtia, Scōticus, Scōtī
- Wales: Vallia, Vallicus, Vallī
- Eurōpa Centrālis:
- Austria: Austria, Austriacus, Austriacī
- Latvia: Lettonia, Lettonicus, Lettonēs
- Lithuania: Lithuānia, Lithuānicus, Lithuānī
- Poland: Polōnia, Polōnicus, Polōnī
- Romania: Dācorōmānia, Dācorōmānicus, Dācorōmānī
- Germany: Germānia, Theodiscus/Germānicus, Germānī
- Slovakia: Slovakia, Slovakus, Slovakī
- Switzerland: Helvētia, Helvēticus, Helvētiī
- Czech Republic: Tzechia, Tzechicus, Tzechī
- Hungary: Hungaria, Hungaricus, Hungarī
- Estonia: Estonia, Estonicus, Estonī
- Eurōpa Austrālis:
- Andorra: Andorra, Andorrēnsis, Andorrēnsēs
- Albania: Albānia, Albānus, Albānī
- Bosnia-Herzegovina: Bosnia, Bosniēnsis, Bosniēnsēs
- Bulgaria: Bulgaria, Bulgaricus, Bulgarī
- Spain: Hispānia, Hispānicus, Hispānī
- Italy: Italia, Italicus/Italiānus, Italiānī/Italī
(Note that in Aeneis it is Ītalia for metric reasons.)
- Yugoslavia: Iugoslavia, Iugoslavicus, Iugoslavī
- Greece: Graecia, Graecus, Graecī
- Croatia: Croatia, Croatus, Croatae
- Cyprus: Cyprus, Cyprius, Cypriī
- Macedonia: Macedonia, Macedonicus, Macedones
- Malta: Melita, Melitēnsis, Melitēnsēs
- Portugal: Portugallia, Portugallicus, Portugallī
- San Marino: Rēs Pūblica Marīniāna, Marīniānus, Marīniānī
- Slovenia: Slovenia, Slovenus, Slovenī
- Turkey: Turcia, Turcicus, Turcae
- Vatican: Cīvitās Vāticāna, Vāticānus, Vāticānī
- Eurōpa Orientālis:
- Moldova: Moldova, Moldovānus, Moldovānī
- Ukraine: Ucraina, Ucrainus, Ucrainī
- Belarus: Belorussia / Russia Alba, Belorussicus, Belorussī
- Russia: Russia, Russicus, Russī
- Oriēns Proxima:
- Israel: Isrāël (gen. Isrāēlis), Isrāēlīticus, Isrāēlītae
- Iran: Irania, Iraniānus, Iraniānī
- Iraq: Iraquia, Iraquicus, Iraquiānī
- Jordan: Iordānia, Iordānus, Iordānī
- Palestine: Palaestīna, Plaestīnus, Palaestīnī
- Saudi-Arabia: Arabia Saudiāna, Saudiānus, Saudī
- Syria: Syria, Syriacus, Syrī
- Āfrica:
- Algeria: Algeria, Algeriānus, Algeriānī
- Egypt: Aegyptus, Aegyptius, Aegyptiī
- South Africa: Āfrica Austrālis, Austroāfricānus, Austroāfricānī
- Kenia: Kenia, Keniānus, Keniānī
- Libya: Libya, Libycus, Libyes
- Morocco: Marochium, Marochiānus, Marochiānī
- Namibia: Namibia, Namibiēnsis, Namibiēnsēs
- Sudan: Sudania, Sudaniēnsis, Sudaniēnsēs
- Tanzania: Tanzania, Tanzaniēnsis, Tanzaniēnsēs
- Tunisia: Tunesia, Tunesiēnsis, Tunesiēnsēs
- Asia:
- Afghanistan: Afganistānia, Afganistāniānus, Afganī
- Philippines: Philippīnae, Philippīnus, Philippīnī
- Indonesia: Indonēsia, Indonēsiānus, Indonēsiānī
- India: India, Indicus, Indī
- Japan: Iapōnia, Iapōnicus, Iapōniēnsēs
- China: Sīnae, Sīnēnsis, Sīnēnsēs
- (South/North) Korea: Corēa (Septentriōnālis/Austrālis), Corēānus (Septentriōnālis/Austrālis), Corēānī (Septentriōnālēs/Austrālēs)
- Malaysia: Malaesia, Malaesiānus, Malaesiānī
- Nepal: Nepalia, Nepaliānus, Nepaliānī
- Pakistan: Pakistania, Pakistaniānus, Pakistaniānī
- Sri Lanka: Sri Lanka, Srilancānus, Srilancānī
- Thailand: Thailandia, Thailandiēnsis, Thailandiēnsēs
- America Septentriōnālis:
- Canada: Canada, Canadēnsis, Canadēnsēs
- US: Cīvitātēs Americae Ūnītae, Americānus, Americānī
- America Austrālis:
- Argentina: Argentīna, Argentīniānus, Argentīniānī
- Bolivia: Bolivia, Boliviānus, Boliviānī
- Brazil: Brasilia, Brasiliēnsis, Brasiliēnsēs
- Chile: Chilia, Chiliēnsis, Chiliēnsēs
- Mexico: Mexicum, Mexicānus, Mexicānī
- Peru: Peruvia, Peruviānus, Peruviānī
- Venezuela: Venetiola, Venetiolānus, Venetiolānī
- Australia: Austrālia (no further details given)
- Terra Antarctica
Let me know if there seem to be typos, declination aid is needed or something is suspicious.
Two third declension plurals lack a macron in the list: Macedones and Libyes.
This can be a typo or, as I find likely, ancient adaptations from Greek where the plural nominative ending is -ĕs.
Also, I would expect the -o- in the antepenult to be long in Lettones and Macedones, but his may be a misunderstanding on my behalf.
(The next appendix contains a list of cities of similar length, but that is irrelevant here.)