Constituent country

A constituent country is an administrative division of a country which makes up a part of a larger country, or federation.
United Kingdom.
The United Kingdom is a sovereign country made of four constituent countries. They are (in order of size) England, Scotland, Wales, and Northern Ireland. While all four are often referred to as countries, they are technically "constituent" countries within a "sovereign" country; UK. They are also sometimes referred to as regions, provinces, nations, or statelets. However, these titles are problematic and in particular, sensitive in Northern Ireland.
Kingdom of the Netherlands.
The Kingdom of the Netherlands is made of 4 constituent countries. They are the Netherlands proper, Aruba, Curaçao and Sint Maarten all in the Caribbean. 
Earlier (before 10 October 2010) it had 3 constituent countries: the Netherlands proper, Aruba and the Netherlands Antilles. Before 1975 Suriname was part of the Kingdom of the Netherlands.
Kingdom of Denmark.
The Kingdom of Denmark is a sovereign state in Scandinavia, located in Europe. Denmark is made up of three constituent countries: Denmark, Greenland, and the Faroe Islands.
Russian Federation.
The Russian Federation is a sovereign state in Eastern Europe and northern Asia. Russia contains twenty-two : , , , Buryatia, Chechnya, , Crimea (internationally disputed), Dagestan, , , Kalmykia, , , , , , , North Ossetia–Alania, Sakha, Tatarstan, Tuva, and .
Other relationships.
Countries may be held (usually by force) as part of a larger country or federation of countries. An example of this was the Soviet Union, which held various countries in eastern Europe by force for up to 70 years.
Many dependent territories exist. They tend to be small countries or islands which larger countries have "collected" in the course of their history. For example, Guam became a dependent territory of the United States, whereas Hawaii was made a state of the Union (USA). The Channel Islands are not part of the United Kingdom, but are "Crown Dependencies".