None that we know of. Panem is, as far as anyone else in the story knows, the last human civilization on Earth. The events preceding the creation of Panem (a combination of natural disasters and man-made war and disease), some 200 years ago, have rendered most of the rest of the world, including most of North America itself, uninhabitable, and dangerously depleted the world's population.
Now, from a purely realistic perspective, it seems unlikely that Panem's people are the only humans left on Earth. There are plenty of people living in plenty of places that would neither be very susceptible to a major natural disaster, nor worth the effort of deploying a WMD. However, those countries and their people are few and far between. Mongolia, for instance, is not real high on anyone's target list, but it has the bad fortune of being landlocked in between two of the world's foremost military and nuclear powers. Similarly, the Himalayan nations are no real threat to anyone, but lie in the middle of a trifecta of conflict (China, India, Pakistan). Pretty much every nation in Europe, South and Central America, the Middle East, and Africa are on SOMEONE's hit list. Australia is too close to Western power factions to escape unscathed, and the most habitable areas are the ones with the major cities.
North America is of course on many hit lists; the primary reason any of it would survive is probably due to the United States having invested relatively early in a missile defense system. That at least prevents or reduces the nuclear attacks from sovereign nations. We'd still be subject to global warming, epidemic, and terrorist attack rendering large swaths of the most densely-populated areas unlivable. What's left are small tracts of land in between what used to be dense population centers, that have some remaining economic value: farming (11), ranching (10), fishing (4), mining (12 & 2), textiles (8), lumber (7), and what's left of the tech and consumer goods industries (1,3,9). It's never known what District 6 does, and various maps have it in different places where they don't know what else would go there.