I found the coolest free software for this! It’s not pretty, but it’s still really fun and I got 100% on the European countries game (finally)! It’s called Seterra. I like the maps version and the flags. Oh what fun! This will definitely be an on-going project of nerdiness.
*UPDATE: I found a flash version, Purpose Games, that includes all the little un-countries like Monaco & Andorra. There went my great scores!
*UPDATE AGAIN: TripAdvisor started a Games section of their site that has really fun map games, well fun if you’re a nerd anyway.