Which countries have their official name start with "The"?

Just two: The Bahamas and The Gambia.

[Aside from Ukraine] ...There are many other country names that are habitually referred to with "the", such as Congo, Gambia, Yemen, Lebanon, Sudan, Netherlands, Philippines and Bahamas.

But according to several authoritative sources, such as the CIA World Factbook, external, the Times Comprehensive Atlas of the World, external and the US Department of State, external, only two countries, The Bahamas and The Gambia, should officially be referred to with the article.

https://www.bbc.com/news/magazine-18233844

If by official name, full titles like 'the Republic of _____', 'the Kingdom of ____', etc. are meant, then the list is far longer. Only a lesser number of countries choose to be known as just their common name, e.g. Canada, New Zealand, Ukraine. A few country names that include things like islands, states, or republic in them would also naturally be referred to in speech as the Central African Republic, the Netherlands, the United Kingdom of Great Britain & Northern Ireland, or the United States of America, as examples. A potential quibble is whether full independence is required to qualify for this question, versus including colonies or dependencies, like the Commonwealth of Puerto Rico or the Cayman Islands.

If I run through the list of some 234 places at https://worldpopulationreview.com/country-rankings/official-names-of-countries looking for *fully independent* entities whose official names do *not* include terms that invoke a preceding 'the', I find: Antigua & Barbuda, Barbados, Belize, Bosnia & Herzegovina, Burkina Faso, Canada, Georgia, Grenada, Hungary, Iceland, Ireland, Jamaica, Japan, Malaysia, Mongolia, Montenegro, New Zealand, Niue, Romania, Saint Lucia, Saint Vincent & the Grenadines, Turkmenistan, Tuvalu, and Ukraine- i.e. 24 in total. Of the remainder, I consider 36 to be subordinate dependencies, colonies, or territories, etc., leaving 174 fully independent countries that *do* use (or grammatically require) 'the' at the beginning of their full official name.

For What it's Worth...

Countries Whose Official Names Begin With "The"

The use of the article "the" as part of a country's name has led to debate for many years. Governments from several nations have made formal declarations on their correct English names. Countries like Ukraine have dismissed the use of "the Ukraine" in reference to the country. Others such as The Gambia have formally incorporated the article "the" in their name. According to the US Department of State and other authoritative sources, only The Gambia and The Bahamas should formally include the article. The routine use of "the" is quite prevalent, and in some cases, grammar dictates that it should be used when referring to certain countries.

The Bahamas And The Maldives
The general recommendation when referring to areas that are both physical entities and geophysical names is to use the article "the." The guidance applies to groups of islands such as The Bahamas, the Maldives, the Solomon Islands, and the Marshall Islands.For example, one should say, "I am touring the Maldives."

The Gambia And The Democratic Republic Of The Congo
"The" is also used for countries whose names come from significant geographical features. Up until the mid-20th century "the Congo" was used to refer to the DRC. Some reckon that the inclusion of the article "the" was because it got its name from the Congo River. The Gambia also gets its name from the Gambia River.

The United States
The use of "the" is also recommended for names of countries that consist of a noun and an adjective. For example, "The United States, The United Arab Emirates, and the United Kingdom"

The Netherlands
The Netherlands is a unique name. Although "-land" is used commonly at the end of place name, the Netherlands is the only country whose name ends with "-lands." Some argue that it falls under countries that are defined by major geographical features, in this case, Low lying land. Others argue that "Nether" an uncommon English word is used to refer to "lowlands hence "Nether Lands," which translates to "Low Lands" should fall under place names with a noun and an adjective. It is also noteworthy that we say Greenland and Iceland, and therefore, one wonders why "the Netherlands" is used. The general assumption is that the adoption of "the" in the country's name has to do with the ending "-lands." Unlike other countries, the Dutch law and the Dutch government are silent on the appropriate style of use. The reason for this could be that the Netherlands is not English speaking hence the lack of particular urgency in clarifying the usage.

https://www.worldatlas.com/articles/countries-whose-official-names-begin-with-the.html