The terms country, state, and nation can have various meanings. Therefore, diverse lists of these entities are possible. Wikipedia offers the following lists:
the list of countries, listing countries in the sense of independent states (both those that are internationally recognized and generally unrecognized), inhabited dependent territories, and areas of special sovereignty.
the list of sovereign states, listing sovereign states with information on the extent of their sovereignty. It includes both states widely recognized (de jure) to be sovereign and entities that claim sovereignty while exercising de facto control over (part of) their claimed territory.
This is a list of articles on the cities of contemporary countries, states and dependencies. Countries are listed in bold under their respective pages, whereas territories and dependencies are not. Disputed and unrecognized countries are italicized.