Actually, I've done it myself see attached.
The original data I was working with had a region column for grouping the countrys by continent. I've attached a CSV file if anyone is interested in it. Perhaps would be handy for the shipping module.
| Attachment | Size |
|---|---|
| uc_countries.sql_.zip | 3.92 KB |
| all countires and iso codes.csv_.txt | 8.18 KB |

