The human names are technically not canon, but nonetheless are mentioned (although they are Word of God they're not used in the manga aside from two dubious instances in strips and one of the image songs note France's ' Embrace the tres bien moi' opens with the line ' Bonjour. There is potentially a character for every country that exists now or ever has, even ones that were never independent countries like Hong Kong, and supernational states like the Holy Roman Empire.
In hell, the police are German, the lovers are Swiss, the chefs are British, the engineers are French, and the bankers are Italian.