As Ron said earlier, countries and continents. I'd go so far to reckon, simply because I can, that some of those semantical detractors do so out of jealousy. I'm sure Germans would love to be synonymous with Europe. Lord knows they tried.
Seriously though, I think it boils down to linguistics. Canadians have a distinct language and dialect. Mexicans have a distinct language and dialect. The US has a distinct language and dialect. Nominally, the US, Canada, the British Isles, Australia, New Zealand all speak English, but how true is that in actuality? Spain, Mexico, all the Central American countries, and every South American country except Brazil speak Spanish, but the language varies from border to border. Take someone from the state of Chihuahua and someone from Madrid, and they would have a very hard time communicating.