This map has been updated to the latest CoW update 1.5.
The map splits up playable countries into groups, and puts them like this:
South East Asia(/6)
Asia has 17 countries playable, and the one of the only doubly landlocked playable nations (Ma-Clique). These nations are:
British Odisha - Leader at first is Lawrence John Lumley Dundas
Japan - Leader at first is Saito Makoto
Korea - Leader at first is Kazushige Ugaki
Ma Clique - Doubly Landlocked-Leader at first is Ma Zhongying
Manchukuo - Landlocked-Leader at first is Henry Pu Yi
Mongolia - Landlocked-Leader at first is Anandyn Amar
Nationalist China-Leader at first is North India -Landlocked-Leader at first is Yashwant Rao Holkar II
Pakistan-Leader at first is Muhammad Ali Jinnah
South China - Leader at first is Chen Jitang
South India - Leader at first is Osman Ali Khan, Asaf Jah VII
Tibet - Landlocked - Leader at first is Thubten Gyatso
Turkey - Leader at first is Kemal Ataturk
Xinjiang - Landlocked- Leader at first is Ma Shaowu
Ma Clique is doubly landlocked as they have to go through two nations to have ocean access(from the start of the game):Xinjiang-Pakistan, Tibet-British Odisha, Tibet-Burma, Sichuan-Communist China, Sichuan-Nationalist China, Sichuan-South China, Mengjiang-Mukden, Mongolia-Siberia.
There is usually a lot of action in Asia from the amount of countries involved, so if you are a beginner, stay away from this region.
There are only 3 playable nations in the region, which are
Caribbean - Leader at first is Ramon Grau San Martin
There are 12 playable nations in Europe, which are
Finland - Leader at first is Toivo Mikael Kivimaki
France - Leader at first is Albert Lebrun
Germany - Leader at first is Franz von Papen
Greece- Leader at first is Eleftherios Venizelos
Italy - Leader at first is Benito Mussolini
Poland - Leader at first is Aleksander Prystor
Romania - Leader at first is Iuliu Maniu
Spain - Leader at first is Niceto Alcala Zamora
Sweden - Leader at first is Per Albin Hansson
United Kingdom - Leader at first is Ramsay MacDonald
Yugoslavia - Leader at first is Alexander I Karadordevic
There is usually a large coalition of European nations at the beginning of the game, and Europe is usually the first area to be filled up in any World At War game.
Finland has Russian provinces, but is not included in Russia anyway (The provinces are Murmansk, Apatity, Tetrino, Loukhi, and Kem). Playing as this country, be aware of Sweden and Arkhangelsk, as Sweden borders you, and you are close to Arkhangelsk's capital of Leningrad(which is not a port).
As France, you are surrounded by potential enemies, and you need to make allies or join a European Coalition fast.
In my opinion, Europe isn't a good continent. You don’t have much room to expand, and often the African, Asian, and North American coalitions become more powerful then you and attack you.
There are 4 playable countries in the Middle East, which are
Iraq - Leader at first is Nuri as-Said
Persia - Leader at first is Reza Shah Pahlavi
Saudi Arabia - Leader at first is Ibn Saud
Syria - Leader at first is Muhammad Ali al-Abid
There are enough countries in this region that a coalition can be formed with all of these countries, and there will still be room for one more member. Most of the time, this region is either inactive, or fighting amongst itself to make this coalition a reality.
There are 10 playable countries in North Africa, of which there are:
Algeria - Leader at first is Messali Hadj
Egypt - Leader at first is Fuad I
Ethiopia - Leader at first is Haile Selassie I.
Libya - Leader at first is Idris I
North Sudan-Leader at first is John Loader Maffey
South Sudan -Leader at first is William Donovan Stamer
Upper Volta -Leader at first is Gabriel Descemet
14 playable nations exist in North America, being:
Colorado -William Herbert Adams
Illinois -Louis Lincoln Emmerson
Kentucky -Ruby Laffoon
New England -Franklin Delano Roosevelt
Texas -Miriam Amanda Ferguson
There are only 4 playable nations in this continent, which are:
New Zealand-George William Forbes
Western Australia-Sir William Robert Champion
12 playable nations exist in this region being:
Arkhangelsk -Vladimir Ivanovich Ivanov
Central Russia -Lazar Moiseyevich Okoyomov
Volga Nzhny -Alexander Kabanov
South Africa-George Herbert Hyde Villiers
Bolivia-Daniel Domingo Salamanca Urey
Colombia-Enrique Alfredo Olaya Herrera
East Brazil -Juracy Magalhaes
Goias -Pedro Ludovico Teixeira
Maranhao -Jose Maria dos Reis Perdigao
Peru-Luis Miguel Sanchez Cerro
Venezuela-Juan Vicente Gomze Chacon
Burma-Sir Hugh Lansdown Stephenson
Philippines -Manuel Luis Quezon y Monila
Sumatra-Bonifacius Cornelis de Jonge
World at War also has a huge amount of AI countries ripe for players to take.