Does craft have any build in function for countries like locales? I'm wondering if there's a build in craft function for displaying countries (countryCode and/or name)?

Just like it is for displaying locales:

craft.i18n.getAllLocales()
The closest thing I can think of is to pull the data from the 'territories' part of a craft/app/framework/i18n/data file.

For 'en_us', that would be something like this:

{% set localeData = craft.i18n.getLocaleData('en_us') %}
{% set allTerritories = localeData.getAllTerritories() %}