This article [1] attempts to clarify, while actually muddying the waters considerably from my point of view.
In addition to "the United States", "the United Kingdom", they list "the Congo", "the Bahamas", "the Netherlands", "the Phillipines", "the Sudan" -- the article also lists others, like Gambia, Yemen, and Lebanon, where I personally am not as familiar with the use (although I've heard "the Yemen" before, probably from that movie about salmon fishing).
In addition to "the United States", "the United Kingdom", they list "the Congo", "the Bahamas", "the Netherlands", "the Phillipines", "the Sudan" -- the article also lists others, like Gambia, Yemen, and Lebanon, where I personally am not as familiar with the use (although I've heard "the Yemen" before, probably from that movie about salmon fishing).
[1] http://www.bbc.com/news/magazine-18233844