If you have country code(e.g. NP, EN, NL) then you can get country name from the following code:

$countryName = Mage::getModel('directory/country')->load($countryCode)->getName();
 

Get the collection of all the countries.

/**
 * Get country collection
 * @return array
 */
public function getCountryCollection()
{
	$countryCollection = Mage::getModel('directory/country_api')->items();
	return $countryCollection;
}
 

Populate selection list with the country collection.

$countryCollection = $this->getCountryCollection();

<select name='customer[country_id]' id='customer:country_id' class="validate-select" >
	<?php
		foreach($countryCollection as $country) {
			?>
			<option value="<?php echo $country['country_id'] ?>" ><?php echo $country['name'] ?></option>
			<?php
		}
	?>
</select>
 

Get the collection of all the states/regions related to specific country.

/**
 * Get region collection
 * @param string $countryCode
 * @return array
 */
public function getRegionCollection($countryCode)
{
	$regionCollection = Mage::getModel('directory/region_api')->items($countryCode);
	return $regionCollection;
}
 

Populate region list with region collection. Country code (e.g. NL, NP, EN) is passed as parameter to getRegionCollection function.

$regionCollection = $this->getRegionCollection($countryCode);

<select name='customer[region]' id='customer:region' class="validate-select" >
	<option>Please select region, state or province</option>
	<?php
		foreach($regionCollection as $region) {
			?>
			<option value="<?php echo $region['name'] ?>" ><?php echo $region['name'] ?></option>
			<?php
		}
	?>
</select>