I made this list a few years ago but just updated it to be current.
I carried it with me in my pocket for a while just so I could pull it out and study it whenever I was waiting somewhere.
I’ve omitted some weird things, like Comayagüela being a twin city of Tegucigalpa and therefore also being the capital of Honduras. While Wikipedia says it’s also the capital city, the CIA World Factbook doesn’t mention it.
I’ve included Kosovo and Taiwan at the end, but not included Somaliland, South Ossetia, Palestine, Abkhazia, or any other place that’s along those lines.
There are 205 countries on the main list, plus the 2 at the end.
Click the image below to view the list, or right click to save. It’s a PDF file formatted to fit on letter (8.5 x 11) paper.