Illustrates how to add a custom list of countries
<?php
/*
 * Plugin Name: Easy Digital Downloads - Custom Countries
 * Description: Illustrates how to add a custom list of countries
 * Author: Pippin Williamson
 * Author URI: https://easydigitaldownloads.com/
 * Version: 1.0
 */
 
 /*
  * This list will be used anywhere EDD outputs a list of countries
  * The format should be "COUNTRY CODE" => "Country Name"
  *
  */
function pw_edd_custom_countries( $countries = array() ) {
	$countries = array(
		'US' => 'United States',
		'CA' => 'Canada'
	);
	return $countries;
}
add_filter( 'edd_countries', 'pw_edd_custom_countries' );
To implement this snippet on your site, create a brand new, empty WordPress plugin and paste the above code inside.