Plotting information on the map is one of the powerful visualization. Plotting on a map require latitude and longitude information of a place.
For country level longitude and latitude information, one can refer a compiled country level information on the CountryISOCode,latitude and longitude
One can refer Country level Heatmap which is plotted using R for a visualization example.
SAS also provides a lot of proceduces for visualizations. Considering a lot of challenges in the data availability and plotting requirements, SAS has created a zip code level information for United States (US).