The package Miscellaneous`WorldNames` is used by the package Miscellaneous`WorldPlot` and is automatically loaded when you load Miscellaneous`WorldPlot`. Most users do not need to be aware of it, but if you want to expand on the list of countries WorldPlot knows about, you will want to update Miscellaneous`WorldNames` as well as Miscellaneous`WorldData`.
The names of the countries that WorldPlot recognizes are specified using the option WorldCountries. The setting for this option is the name of the Mathematica list that contains the allowable country names. The default value is World, which is a list given in the package Miscellaneous`WorldNames`. This package also defines major geographical areas of the world, such as continents, as Mathematica lists containing the country names.
This loads the package.
Mathematica lists containing country names.
Here the symbol NorthAmerica is a list of strings containing the countries of the North American continent.
In:= NorthAmerica // InputForm