Which nations made up the roman empire?

The Roman Empire covered the following modern day countries or parts of modern countries:

Western Europe: Italy, Malta, Spain, Portugal, France, Belgium, Luxembourg, Holland south of the river Rhine, southern Germany and part of central Germany, Switzerland, Liechtenstein, Austria and England and Wales.

Eastern Europe: western Hungary, part of western Slovakia, Slovenia, Serbia, Croatia, Bosnia and Herzegovina, Montenegro, Macedonia, Albania, Greece, Bulgaria, part of Romania, Moldova and a slither of western Ukraine.

Asia: Turkey, Cyprus, Armenia, northern Iraq, Syria, Lebanon, Israel and Palestine, Jordan, and the northern part of the coast of the Red Sea in Saudi Arabia.

Africa: Egypt, the coastal part of Libya, Tunisia, the coastal part of Algeria, and northern Morocco.