Add a new country to countries list

wc-add-new-country.php

/**
 * Add a new country to countries list
 */
add_filter( 'woocommerce_countries',  'handsome_bearded_guy_add_my_country' );
function handsome_bearded_guy_add_my_country( $countries ) {
  $new_countries = array(
	                    'NIRE'  => __( 'Northern Ireland', 'woocommerce' ),
	                    );

	return array_merge( $countries, $new_countries );
}

add_filter( 'woocommerce_continents', 'handsome_bearded_guy_add_my_country_to_continents' );
function handsome_bearded_guy_add_my_country_to_continents( $continents ) {
	$continents['EU']['countries'][] = 'NIRE';
	return $continents;
}

Adding this here to help anyone else - I couldn't get the code right for adding 'Canary Islands' to shipping zones. Excellent support worker in woo livechat gave me this code and it worked a dream :) It goes in your child theme's functions.php
Add this code first and then go to shipping zones and add the Canary Islands there and it will get added.

/** START: ADDING CANARY ISLANDS TO SHIPPING

• Add a new country to countries list
  */
  add_filter( 'woocommerce_countries', 'handsome_bearded_guy_add_my_country' );
  function handsome_bearded_guy_add_my_country( $countries ) {
  $new_countries = array(
  'CANISL' => __( 'Canary Islands', 'woocommerce' ),
  );

  return array_merge( $countries, $new_countries );
  }

add_filter( 'woocommerce_continents', 'handsome_bearded_guy_add_my_country_to_continents' );
function handsome_bearded_guy_add_my_country_to_continents( $continents ) {
$continents['EU']['countries'][] = 'CANISL';
return $continents;
}

/*END: ADDING CANARY ISLANDS TO SHIPPING */