Rainbow.
The word rainbow ends with the letter w, but because a rainbow is simply a visual effect made up of light reflecting an actual rainbow has no end to it, despite various myths involving pots of gold.
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There are several countries that include the letter w. However, no country ends with the letter w.
If I'm not mistaking there are no letters that end with W and D.
Hacksaw, hallow, highbrow and hollow begin with H and end with W. Homebrew, honeydew and how begin with H and end with W.
Cow, crow, macaw, sparrow and minnow are animals. They end with the letter w.
Wacko, weirdo, whacko, whereto, whereunto, who and wino are words that begin with W. They end with O.