Aggregation using CASE
The CASE you wrote is for visualization (SELECT) or for filter data (WHERE).

if is the SELECT case, then can be (not sure if you want an SUM(Sales):

SELECT
  (CASE WHEN Parameter = 'RegionWest' THEN 'A,C'
        WHEN Parameter = 'RegionEast' THEN 'B,D'
  ELSE Country) AS CountryName, Sales
FROM yourTable


If is the WHERE case I need more of your SQL to understand your question.