According to BBC News Magazine's Tom Geoghegan, referring to countries with the definite article "the," -- such as saying the Ukraine -- is actually both grammatically and politically incorrect.
"There are many other country names that are habitually referred to with "the", such as Congo, Gambia, Yemen, Lebanon, Sudan, Netherlands, Philippines and Bahamas.
But according to several authoritative sources, such as the CIA World Factbook, the Times Comprehensive Atlas of the World and the US Department of State, only two countries, The Bahamas and The Gambia, should officially be referred to with the article.
The two Congos are officially Democratic Republic of the Congo and Republic of the Congo. And the longer, official name for Netherlands is Kingdom of the Netherlands.