It was divided into Northern and Southern Rhodesia , which are now called Zambia and Zimbabwe respectively . It consisted of modern Zambia , Zimbabwe , and Malawi ; however , when the former colony of Northern Rhodesia renamed itself Zambia on independence in 1964 , Nyasaland renamed itself Malawi in 1964 , and the colony of Southern Rhodesia changed its name to simply `` Rhodesia '' . However , the change had not yet been officially ratified when Rhodesia declared itself independent , and as a result , the British Government continued to refer to the breakaway colony as `` Southern Rhodesia '' throughout its existence , a stance it maintained regarding the Juneâ `` December 1979 successor state of Zimbabwe Rhodesia .