Okay, since probably no one else will post, here are the correct answers:
1. England, Scotland, Wales, and Northen Ireland.
2. Vatican City and Russia
3. Caspian Sea (which is not actually a sea) and Lake Superior
4. Sicily
5. Kamchatka (camp-shat-kuh) Peninsula
6. The North Atlantic Ridge
7. Norway, Sweden, and Finland
8. Venezuela, Brazil, Ecuador, Bolivia, Argentina, Peru, Colombia, Chile, Guyana, Paraguay, Uraguay, and Suriname
Good job to everyone!
Edit: Since few knew #5, here's a map: