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Country names
In English most countries never take the definite article, but there are many that do. It is commonly used with many country names which derive from names of island groups (the Philippines), mountain ranges (the Lebanon)[citation needed], deserts (the Sudan), and other geographic expressions (the Netherlands). Such use is declining, but for some countries it remains common. Since the independence of Ukraine, most style guides have advised dropping the article, in part because the Ukrainian government was concerned about a similar issue involving prepositions. Another example is Argentina which is now more usual than 'the Argentine' which is old fashioned.
The U.S. Department of State [1] and CIA World Factbook [2] show the definite article with only two countries: The Bahamas and The Gambia.

[edit] Pronunciation
According to Merriam-Webster' online dictionary, "the" is pronounced with a flat vowel sound (as in "uh") before words beginning with consonants (e.g. b, c, d, f), and usually with a long vowel sound (as "ee" in "tree") before words beginning with vowels (a, e, i, o, u) and in cases of proper nouns or emphasis. [5] Other dictionaries such as Longman Dictionary of Contemporary English show that there is in fact a difference in the length of the vowel sound of "the" before words beginning with a vowel (same sound but shorter than "ee" in "tree") and its length when "the" is emphasised (as in "tree").[3] A recent trend observed in broadcast media is that some reporters always use only the flat vowel sound, with aspirated emphasis before words beginning with vowels