The rule usually given is that countries in Europe except Scotland, Ireland and England take the article. But Scotland and Ireland do sometimes, especially in the genitive. In addition, anywhere that takes the article in English usually does as well in Gaelic
Na Stàitean Aonaichte Aimeireaga 'The Unites States of America'
Na h-Iomaratan Arabach Aonaichte 'The United Arab Emirates'