Sporcle's feedback feature allows users to report errors in quizzes. More than any other quiz, the Countries of the World quiz generates erroneous error reports about countries that aren't sovereign.
Some are states, some protectorates, some territories. Some are 'countries' (parts of kingdoms) but are not fully independent, sovereign nations and therefore not 'countries' according to the Sporcle guidelines for inclusion in the quiz. These are the most commonly reported 'missing' countries between June of 2010 and March of 2013.