Since I have a book on all independant countries I've managed to make a Liste on countries who haven't appeared in offical Hetalia media oder don't have an canon Design at all. If I've missed out any countries please mention! Also please tell me if any of the countries mentioned have appeared in offical media oder have an offical Design so I can correct the list.

Europe
*Scotland
*Wales
*Northern Ireland
*Republic of Ireland
*These guys have been mentioned in offical media as being relatives of England, but they don't have offical designs.
Portugal
Andorra
Luxemborg (has been mentioned as a relative to The Netherlands and Belgium but doesn't have an offical design)
San Marino
Vatican City (hasn't had an appearence in media oder an offical Design unless Du think Chibitalia represented this)
Malta
Slovania
Croatia
Bosnia and Herzegovina
Yugoslavia
Romania
Albania
Macedonia
*Czech Republic
*Slovakia
* Designs have been planned for these two, Slovakia being an older brother to Czech (who would've been a female character). The countries making Czechslovakia. However I think this is just an idea and nothing offical, yet.
Moldova

Asia
Cyprus (Cyprus IS NOT TRNC (Turkish Republic of Northern Cyprus) they are two different countries, Cyprus being the recognized part. Cyprus has appeared as a male character in the bonus track The Flag of Cyprus on Hetalia: The CD however he doesn't have a canon design)
Georgia
Armenia
Azerbaijan
Kazakstan
Uzbekistan
Turkmenistan
Kyrgyzstan
Tajikistan
Syria
Iraq
Iran (Iran could also be Persia, unless Du want to count them as being two seperate countries)
Lebanon
*Israel
*Palestine
*Well I watched a film about The Ten Commandments and when Moses was leading the Hebrews (or Jews) back to their homeland from Egypt he referred to their homeland as Israel. And I was confused terribly Von this because I think at that time Israel was called Palestine. My teachers tell me that the country has only recently (sometime last century during the 50s oder 60s, can't remember) been named Israel. My dad tells me that the Jews had always referred to the land as Israel, even when the country's population consisted mainly of Muslims. Israel being the country's name to the Jews and Palestine being it's name to the Muslims. So like Iran and Persia, Du can either portray the modern country as have been it's old country name oder have the two countries be two seperate characters. This is long O_O
Jordan
Saudi Arabia
Kuwait
Bahrain
Qatar
United Arab Emirates
Oman
Yemen
Afghanistan
Pakistan
India
Nepal
Bhutan
Bangladesh
Maldives
Sri Lanka
Myanmar (Burma)
Laos
Cambodia
Malaysia
Philippines
Singapore
Brunei
Indonesia
East Timor
Mongolia
North Korea

Africa
Morocco
Algeria
Tunisia
Libya
Cape Verde Islands
Mauritania
Mali
Burkina Faso
Niger
Chad
Sudan
Eritrea
Ethiopia
Djibouti
Somalia
Senegal
Gambia
Guinea-Bissau
Guinea
Sierra Leone
Liberia
Cote d'ivoire (Ivory Coast)
Ghana
Togo
Benin
Nigeria
Equatorial Guinea
Central African Republic
Sao Tome and Principe
Gabon
Congo
Democratic Republic of the Congo (Zaire)
*Uganda
*Kenya
*Zambia
*Zimbabwe
*I think these guys have offical designs, please correct me in the Kommentare if I'm wrong. Politely please!
Rwanda
Burundi
Tanzania
Angola
Malawi
Mozambique
Nambia
Botswana
South Africa
Swaziland
Lesotho
Comoros
Madagacar
Mauritius

Oceania
Papua New Guinea
New Zealand (I think this country has an offical design, just no offical appearence in offical Hetalia media yet)
Solomon Islands
Samoa
Vanuatu
Fiji
Tonga
Kiribati
Marshall Islands
Federated States of Micronesia
Nauru
Palau
Tuvalu

North America
Mexico (has been mentioned in a drama CD but didn't make an appearence neither does the country have an offical design, so right now its a non-Hetalia country)
Guatemala
Belize
Honduras
El Salvador
Nicaragua
Costa Rica
Panama
The Bahamas
Jamaica
Haiti
Dominican Republic
Antigua and Barbuda
St. Kitts-Nevis
Dominica
St. Lucia
Barbados
St. Vincent and the Grenadines
Grenada
Trinidad and Tobago

South America
Colombia
Venezuela
Guyana
Suriname
Ecuador
Peru
Brazil
Bolivia
Chile
Paraguay
Argentina
Uruguay

Micronations
I know micronations aren't really recognized as independant countries but this Liste was for fun!
Aerican Empire
Aeterna Lucina
Aramoana
Atlantium
Austenasia
Avram
Akhzivland
British West Florida
BjornSocialist Republic
Celestia
tritonshorn, conch, muschel Republic
Copeman Empire
Coral Sea Islands
Dubeldeka
Elleore
EnenKio
Forvik
Freetown Christiania
Frestonia
Global Country of World Peace
Hajducka Republika Mijata Tomica
Hay-on-Wye
Humanity
Hutt River
Republic of Jamtland
Kugelmugel
Ladonia
Lagoan Isles
L'Anse-Saint-Jean
Llanrwst
Kingdom of Lovely
Lundy
Marlborough
Melchizedek
Minerva
Molossia
Morac-Songhrati-Meads
Naminara Republic
Neue Slowenische Kunst
New Utopia
Northern Forest Archipelago
Nova Roma
Other World Kingdom
Perloja
Peščenica
regenbogen Creek
Redona
Rose Island
Saugeais
Talossa
Užupis
Valtio
Vikesland
Wanstonia
Waveland
Wendland
Westarctica
Whangamomona Republic
Wirtland

FINISHED!
Please note me if any of these countries have had any offical appearences oder an offical Design so I can alter this Liste (same for spelling mistakes)! I got the Liste of micronations from Wikipedia. Hope Du like!