Yes, there is Yemen on the Arabian Peninsula.
The former Yugoslavia is now Croatia, Slovenia, Macedonia, Republic of Bosnia and Herzegovina, and the State Union of Serbia and Montenegro.
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YemenYakima, WA
Yemen is a country in Asia. It begins with the letter Y.
There is no country starting with the letter Y and ending in A. Yemen is the only country beginning with Y. Yugoslavia would have been a correct answer at one time, but it is no longer a country in its own right since it was dissolved in 2006.
Yorkshire
There are no countries in Europe that have a name beginning with the letter Y.