Here you will find all characters in order of their citizenship.
Planet Earth
canada
Aurora | Deadpool | Deadpool (XCU) | Old Man Logan (The Wastelands) | Wolverine (XCU)
Croatia (formally YUGOSLAVIA)

Egypt

Apocalypse | Apocalypse (Age of Apocalypse)
France

Germany

Baron Von Strucker | Baron Zemo (Heinrich Zemo) | Baron Zemo (Helmut Zemo) | Magneto (XCU) | Maverick
Greece

Kenya

Republic of Ireland

Russia
Switzerland

united States of America

Absorbing man | Agent 13 | Agent Ross (MCU) | Agent Venom | Angela | Ant-man | Ant-Man (MCU) | Archangel | Avalanche | Beast | Beast (XCU) | Beetle (Davis) | Beetle (Lincoln) | Beetle (Quinn) | Beetle (Vaughn) | Bishop | Black Cat | Captain America | Dark Beast (Age Of Apocalypse) | Domino (XCU) | Gwen Stacy | Hulk Jr. (Wasteland) | Iron Man 2020 (2020 Universe) | Invisible Woman | Jean Grey (Age of Apocalypse) | Leader | Mach | Morph (Age Of Apocalypse) | Morph (Earth-1081) | Mystique (XCU) | Nimrod (Days of Future Past) | Old Man Hawkeye (The Wastelands) | Professor X (XCU) | Punisher | Rage | Rogue | Scorpion | Spider-Gwen (Gwen-Verse) | Spider-man | Spider-man (Morales, Ultimate) | Storm | Strong Guy | Venom (Brock) | War Machine | Warpath
Fictional countries
These are countries that are exclusive to the Marvel universe(s) and are entirely fictional.
Attilan

This is the city state of the Inhumans. This is actually a mobile city that can change it’s location by flying to a different location. Some of the most famous locations have been the Himalayas, the Blue Area of the Moon, off the coast of New York City and on the Kree home world of Hala.
Krakoa Nation
This mutant nation is based on the living island of Krakoa, created by Xavier to harbor mutants. It currently has no flag
Apocalypse | Archangel | Aurora | Banshee | Beast | Bishop | Black Tom Cassidy | Storm | Strong Guy | Warpath
Latvaria

This is the fictional Balkan nation of Latvaria, famous for being the country that Dr. Doom rules over.
Wakanda

This is the fictional African country of Wakanda, home to the Black Panther cult and it’s people.
Stateless
These characters technically don’t belong to any particular states or countries, but are still born on Planet Earth
Adam Warlock – was created on Earth but does not belong to one country. | Black Ant – since he was created to be a LMD, he doesn’t have a citizenship.
Negative Zone
All of these character come from the Negative zone, most from different planets.
Annihilus – from the Planet Arthrosian
Other Realms
Here you will find places that are from other Nine realms, like Asgard or Hell.
Asgard
This is the realm of the Norse Gods, known as Asgard. It doesn’t matter where the realm is located, on Earth or otherwise.

Angela (Birthplace)
Zolandia

This is the capital city of Dimension Z, a dimension that Arnim Zola created and the world that Cap rescued and adopted Ian.
Heven
This is the realm of Angels, an all female race. The realm was cut off from the rest of the realm during a war with Asgard.

Angela (was kidnapped and raised in Heven)
Olympus
Here you will find all the characters that come from the Olympus realm. This is the realm that the former Greek and Roman gods lives.

Other Planets
Here you will find character that are from different planets in the universe.
Hala

Hala is the home planet of the Kree and center of the Kree empire as well as the home of the Cotati. It was a planet located in the Large Magellanic Cloud circling the star Pama. During the Black Vortex arc, the planet was destroyed.
Klyntar

This is the planet where the Klyntar, or commonly known as Symbiotes, come from. While it was originally believed to be a normal planet, it has recently been revealed it is in fact made up of dormant Klyntar, who have taken it upon themselves to imprison their god and cretaor, Knull, using their bodies. It is famous for being the world that the Venom, Carnage etc come from.
Anti-Venom | Anti-Venom II | Venom
Korbin

This is the citizen of the planet Korbin, a Planet that used to exist in the Burning Galaxy until it was destroyed by Surtur. Some of the people survived and later settled on a new planet, by that was later destroyed.