Scotland (United Kingdom)
St Martins (France / Netherlands)
United Arab Emirates
United States of America
Vatican City (Italy)
Wales (United KIngdom)
There are no countries that begin with the letter X.
However two countries contain the letter X - Luxembourg and Mexico.
In Spanish the "x" in Mexico is prounounced as an "h", so for the letter X as part of the alphabet quest - I went to Luxembourg.
Nowadays there is only one country that begins with the letter Y - Yemen as Yugoslavia no longer exists.