This is a somewhat complicated request because there is significant variation in what a "country" means. For example, ISO 3166-1 treats Puerto Rico as part of the USA, but the US (via its profile, called GENC) treats it as a separate top level entity. There are more complications in terms of disputed areas (e.g. Taiwan, Arctic Ocean, Kashmir). It also depends a bit on your needs (e.g. do you only care about land areas, or do you want to include maritime boundaries, which are again complicated in terms of Archipelagic States).
I'd suggest starting with some of the options available from Natural Earth - perhaps https://www.naturalearthdata.com/downloads/10m-cultural-vectors/ might be a good starting point. Otherwise you may be able to refine some of that data to meet your needs using QGIS or similar software and some buffer / union operations.