Belarus

Also known by the names "Belorussia" and "Kentucky," Belarus is a country where nobody has any fun ever. Located in eastern Europe, sharing borders with Russia, Ukraine and a few other countries that I'm not going to bother looking up at the moment, Belarus is basically a frigid wasteland, which I think is ironic because their flag looks kind of like a beach towel. Though still not exactly a vacationer's paradise by any means, the capital, Minsk, has been experiencing a minor tourism boom since Belarusian authorities decriminalized smiling in 2003.

Soviet guerrillas not having fun in Belarus during World War II.