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Svalbard and Jan Mayen
This entity is not a country.
A confusing situation
(sourced from http://en.wikipedia.org/wiki/Svalbard_and_Jan_Mayen)
Svalbard and Jan Mayen is a statistical designation - quirk? - defined by ISO 3166-1 of two parts of Norway located in the Arctic Ocean under separate jurisdictions: Svalbard and Jan Mayen. While the two are combined for the purposes of the ISO category, they are not administratively related.
While the Arctic archipelago of Svalbard is under the full sovereignty of Norway, it has a special status recognized by the Spitsbergen Treaty, resulting in certain obligations and some differences in administration and international agreements by the Norwegian government. For instance, Svalbard is not covered by the Schengen Agreement, which applies to the rest of Norway (including Jan Mayen). Immigrants may also work and live in Svalbard without a visa. Svalbard is administered by a governor reporting to the Norwegian Minister of Justice.
The remote island of Jan Mayen is an integrated territory of Norway, and it has none of the special considerations applicable to Svalbard. From 1930 to 1994 it was administered by the governor of Svalbard, and since 1995 it has been administered from the mainland by the county governor of Nordland. Therefore, Jan Mayen does not have any immediate geographic connection(and the two territories are about 1,000 km apart) or other administrative connection to Svalbard.
There are indications that, given the creation of a separate ISO coding for Svalbard, it was the preference of the Norwegian Ministry of Foreign Affairs to include Jan Mayen.
The ISO designation is congruent with an equivalent United Nations Statistics Division category and users of these classification systems may in some cases report separately for "Svalbard and Jan Mayen" instead of rolling up this information into the "Norway" category.
By virtue of the ISO 3166-1 alpha-2 code 'SJ', Svalbard and Jan Mayen were grouped together and allocated the Internet country code top-level domain (ccTLD) .sj. However, residents of Svalbard and Jan Mayen use .no (for Norway) while .sj remains unused.