Country
The term country usually refers to a sovereign state. However, it may be used differently, such as when referring to England, Scotland, Wales and Northern Ireland as separate countries, despite not being sovereign states. There are also usages such as "coal country". Context will usually reveal the intended meaning.
Sovereign state
In international law, a sovereign state. sovereign country, or simply state, is a political entity that is represented by one centralized government that has sovereignty over a geographic area. International law defines sovereign states as having a permanent population, defined territory, one government, and the capacity to enter into relations with other sovereign states. It is also normally understood that a sovereign state is neither dependent or non subjected to any other power or state.
Nation
The term nation may also refer to a sovereign state. However, it may have another meaning, related to ethnicity and race, as discussed in the article on nationalism.