What countries bees live in?

There are bees in every country where the climate is warm enough for them (they need summer temperatures of at least 15oC/58oF) for long enough for them to gather enough food for the rest of the year; and they need nectar bearing plants to be available when they are foraging. These two factors are the real limitation to whether they can survive.

Bees originally were native to Asia and Europe. Honey bees have been farmed by man for thousands of years, so early settlers to the Americas and Australasia took bees with them, and inevitably some of these became feral and founded the wild bee colonies there.