A few people asked, so here you go! Unfortunately, there really aren't any genuine names that Himaruya gave them, so I'm just listing the possibilities.
Italy: An unofficial name Himaruya suggested was Alice (pronounced Ah-LEE-che). Itako is her given nickname. While the Western fandom sometimes calls her Felicia or Felice, the name given by the Japanese fandom that Himaruya approved is Daisy Vargas. Although, sometimes Daisy is referred to her as her middle name, with Feliciana being her first.
Germany: An unofficial name Himaruya suggested was Monica, or Monika as the Germany variant. Doiku and Dokuko are nicknames that refer to female Germany, meant to be a pun for the Japanese word for Germany, Doitsu. She is also sometimes referred to as Nyoitsu. Also in both the Japanese and Western fandoms her given name is typically Louise or Luise.
Japan: Fanon name is Honda Sakura, though it is not official. Himaruya once stated that if he had to choose an official name, he would've chosen Ponko or Mameko. Some of the Japanese fandom calls her Nichiko or Nihoko.
America: No official or suggested names by Himaruya. In the Japanese fandom she is referred to as Emily Jones, although some English-speaking have named her Amelia. Ameriko is a nickname used for her with sometimes the A being left out, leaving just Meriko, or the name is shortened by fans to either Rika or Meri. Nyomerika is a name used to reference her.
England: Both fans and Himaruya alike refer to her character as Igiko in Japan, although that's not really her name. A fan suggested naming her Rosa, but Himaruya decided against it. She is sometimes referred to as Eiko or Nyoigi and was given the name Alice Kirkland in the Japanese fandom, although the English fandom sometimes calls her Elizabeth or Victoria.
France: No official or suggested names by Himaruya. Her fanon name is Françoise Bonnefoy. Although, some fans call her Marianne or Francine as well. Frani and Franny are nicknames given to her, as well as Franiko (but not often).
Russia: Himaruya likes her fanon name, Anya Braginskaya, but he never named it as official. Her nickname is Kolko and is sometimes referred to as Roshiko.
China: Himaruya likes her fanon name, Wang Chun-Yan (Chun-Yan Wang in Western order), but he never named it as official. Nene is her nickname.
Austria: No official or suggested names by Himaruya. Nyosutoria is her Japanese fanon nickname. Anneliese is her Western fanon nickname. Her typically used fanon name, however, is either Sophie or Sophia.
Belarus: No official or suggested names by Himaruya. His fanon name is Nikolai Arlofsky.
Belgium: No names listed.
Canada: Her polar bear's name is Kumarie. Himaruya mentioned he liked the name Maguerite (Meg for short) for her, but never said it was official. Some people refer to her as Maddie, Madeline or Nyonada.
Hungary: No official or suggested names by Himaruya. Fan official name in the Japanese fandom is Daniel Héderváry, though Gary (or Gari) are sometimes used.
Hong Kong: No names listed.
Korea: No official or suggested names by Himaruya. Fandom usually simply calls her Fem!Korea. An occasionally used named by the fandom is Im Soo Jin.
Liechtenstein: No official or suggested names by Himaruya. The Japanese fandom calls him either Hr. Noah Stein or sometimes gives him his brother's surname, making him Hr. Noah Zwingli. Hr. is Herr for short, meaning "Mister" in Germany and Scandinavia. Rihi-kun and Stein-kun are his two nicknames.
Monaco: No names listed.
Prussia: Himaruya likes the name Julchen (nickname for Julia), although it is not official. Some fans call her Marie. Some of the fandom calls her Maria, her full name being Gilbert Maria Beilschmidt or Maria Gilbert Beilschmidt.
Seychelles: No names listed.
South Italy: No official or suggested names by Himaruya. Fanon name given by Japanese fans is Katarina Vargas (can also be spelled Caterina). In the Western fandom, however, most call her Lovina. Himaruya likes the fanon name Chiara (pronounced Key-ARE-ah), though it is not official.
Spain: No suggested names by Himaruya. Her two fan-official names in Japan are Isabel Fernandez Carriedo and Carmen Hernandez Carriedo. Nyotabun is her nickname.
Sweden: No names listed.
Taiwan: No names listed.
Ukraine: No names listed.
Vietnam: No official or suggested names are Himaruya. His fanon name is usually Viet-kun.
Wy: No names listed.