Northern Ireland

Northern Ireland (or Ulster, if you have an accent that makes you difficult to take seriously) is a country presumably located somewhere in the northern portion of Ireland. The delinquent child in the family that is the United Kingdom, Northern Ireland has been the site of centuries' worth of arguments (the kind with bombs ["bombguments"]) over whether or not to be British. The 1800 Acts of Union made Ireland a part of the United Kingdom, leading to years of armed conflict between Protestants, who had always thought the Irish language looked stupid in print, and Irish Catholics, who believed that England should have asked nicely first. In 1920, the island was partitioned into Northern Ireland and Ireland Classic™ with the former remaining a part of the United Kingdom. In typical fashion, this resolved almost nothing. In the 1960s, Northern Ireland entered a bold new era of ethnic violence that lasted until 1998 when Bill Clinton put a stop to it by being awesome. This period is known as "The Troubles." Leave it to the British to make a long and bloody ethno-political conflict sound like something from a children's book.

The Giant's Causeway, shown here being climbed on by naked alien woman-things, is located in Northern Ireland.

Luxembourg

Luxembourg is a very small country in western Europe, but I think it would also make a pretty good name for an ocean-dwelling supervillain from the DC Comics universe (as in: "Cower before Luxembourg, Lord of the Sea!"). Actually, Luxembourg is basically the exact opposite of what I just described, being completely landlocked and not at all accustomed to having things cower before it. Along with Belgium and the Netherlands, Luxembourg is a member of Benelux, which sounds like a medication whose commercials depict people kayaking and skipping through fields and such, but is actually a trade union/support group for the countries that are traditionally conquered first whenever there's a European land war. The head of state is a dude named Henri Albert Gabriel Félix Marie Guillaume. He's a Grand Duke, which sounds impressive but really isn't that tough of a job (although that might just be sour grapes on my part).

The capital city, also called Luxembourg, is similarly lacking in aquatic superpowers.

Liechtenstein

Liechtenstein, located in the Swiss Alps of western Europe, is either a hilariously tiny nation or a really enormous studio apartment, depending on how you look at it. I think that's one of those glass-half-full/glass-half-empty things. The official demonym for residents of Liechtenstein is Liechtensteiner, but I wouldn't worry too much about remembering that because there are only about 35,000 of them, and even if you do eventually happen to meet one, you can get some pretty hilarious reactions out of them by continually referring to them as Germans, regardless of how many times they correct you. Like neighboring Switzerland, Liechtenstein remained officially neutral during World War II. This came as a huge relief to the Nazis, who were ill-equipped to fight an alpine war against an imaginary army. Today, Liechtenstein has the highest GDP per person in the world, and an unemployment rate of, well, apparently there are only 209 unemployed people in all of Liechtenstein. Imagine being one of the 209 unemployed people in your entire country. That's gotta be depressing.

Vaduz Castle, where the Prince of Liechtenstein probably makes all kinds of super-important decisions.

Belgium

Belgium is a small western European country, best known by German soldiers as a really easy way to get into France. The capital is Brussels, where it is far more difficult to get some decent waffles than you might expect. Belgium suffers from cripplingly low self-esteem, which it deals with by keeping Luxembourg nearby at all times in order to look tough by comparison. The average Belgian spends most of his or her spare time wishing he or she were from France or the Netherlands instead. They apparently still have a king, but I just looked up a picture of "Albert II" and I gotta say, I'm pretty sure they're actually just getting scammed by an aging commercial airline pilot.

Albert II may be a king but in the grand scheme of things, he's probably only slightly higher on the food chain than you are.