England
England was a monarchy.
In one universe, “the King of England” once ran away and ended up wandering in a field, unclothed and wearing a flower-crown. Jenny Over-There was once asked to help find him again. (PROSE: The Tribulations of Jenny Over-There)
In Reality Z-25 31-H, the Blue Knight lived in “Arthurian England”. (COMIC: Defying the Dragon) By the 21st century, England was ruled by a Queen, who had a reputation as being “very nice”. The Odds were called to England, now part of the “United Kingdom”, by Chief Inspector Dennis of Scotland Yard to help deal with the odd situation that arose when Insecto's Insect People began taking over a city near London. (COMIC: Battle of Britain) The Odds extended their stay in England and ended up freeing the Blue Knight, who joined the team. (COMIC: Encore)
Behind the scenes
Right-On By The Sea is described in Damn Fine Hostile Takeover as not very far from London, suggesting that it and Name's Not Down, two of the earliest Jenny Everywhere comic stories, take place in England. However, the country's name never comes up.