Weather stations in many Climdex datasets, including HadEX2 and GHCNDEX, are given IDs according to their country. The first two letters of a station ID are this "country code", and you can search for weather stations by country by including this country code as the ID pattern.

IDCountry
ACAntigua and Barbuda
AEUnited Arab Emirates
AFAfghanistan
AGAlgeria
AJAzerbaijan
ALAlbania
AMArmenia
AOAngola
AQAmerican Samoa [United States]
ARArgentina
ASAustralia
AUAustria
AYAntarctica
BABahrain
BBBarbados
BCBotswana
BDBermuda [United Kingdom]
BEBelgium
BFBahamas, The
BGBangladesh
BHBelize
BKBosnia and Herzegovina
BLBolivia
BMBurma
BNBenin
BOBelarus
BPSolomon Islands
BRBrazil
BUBulgaria
BXBrunei
BYBurundi
CACanada
CBCambodia
CDChad
CESri Lanka
CFCongo (Brazzaville)
CGCongo (Kinshasa)
CHChina
CIChile
CJCayman Islands [United Kingdom]
CKCocos (Keeling) Islands [Australia]
CMCameroon
COColombia
CQNorthern Mariana Islands [United States]
CSCosta Rica
CTCentral African Republic
CUCuba
CVCape Verde
CWCook Islands [New Zealand]
CYCyprus
DADenmark
DODominica
DRDominican Republic
ECEcuador
EGEgypt
EIIreland
EKEquatorial Guinea
ENEstonia
EREritrea
ESEl Salvador
ETEthiopia
EUEuropa Island [France]
EZCzech Republic
FGFrench Guiana [France]
FIFinland
FJFiji
FKFalkland Islands (Islas Malvinas) [United Kingdom]
FMFederated States of Micronesia
FPFrench Polynesia
FRFrance
FSFrench Southern and Antarctic Lands [France]
GAGambia, The
GBGabon
GGGeorgia
GHGhana
GIGibraltar [United Kingdom]
GLGreenland [Denmark]
GMGermany
GPGuadeloupe [France]
GQGuam [United States]
GRGreece
GTGuatemala
GVGuinea
GYGuyana
HOHonduras
HRCroatia
HUHungary
ICIceland
IDIndonesia
INIndia
IOBritish Indian Ocean Territory [United Kingdom]
IRIran
ISIsrael
ITItaly
IVCote D'Ivoire
IZIraq
JAJapan
JMJamaica
JNJan Mayen [Norway]
JOJordan
JQJohnston Atoll [United States]
JUJuan De Nova Island [France]
KEKenya
KGKyrgyzstan
KNKorea, North
KRKiribati
KSKorea, South
KTChristmas Island [Australia]
KUKuwait
KZKazakhstan
LALaos
LELebanon
LGLatvia
LHLithuania
LILiberia
LOSlovakia
LQPalmyra Atoll [United States]
LTLesotho
LULuxembourg
LYLibya
MAMadagascar
MBMartinique [France]
MCMacau S.A.R
MDMoldova
MFMayotte [France]
MGMongolia
MIMalawi
MJMontenegro
MKMacedonia
MLMali
MOMorocco
MPMauritius
MQMidway Islands [United States}
MRMauritania
MTMalta
MUOman
MVMaldives
MXMexico
MYMalaysia
MZMozambique
NCNew Caledonia [France]
NENiue [New Zealand]
NFNorfolk Island [Australia]
NGNiger
NHVanuatu
NINigeria
NLNetherlands
NNSint Maarten
NONorway
NPNepal
NSSuriname
NUNicaragua
NZNew Zealand
PAParaguay
PCPitcairn Islands [United Kingdom]
PEPeru
PKPakistan
PLPoland
PMPanama
POPortugal
PPPapua New Guinea
PSPalau
PUGuinea-Bissau
QAQatar
REReunion [France]
RISerbia
RMMarshall Islands
RORomania
RPPhilippines
RQPuerto Rico [United States]
RSRussia
RWRwanda
SASaudi Arabia
SBSaint Pierre and Miquelon [France]
SESeychelles
SFSouth Africa
SGSenegal
SHSaint Helena [United Kingdom]
SISlovenia
SLSierra Leone
SNSingapore
SPSpain
STSaint Lucia
SUSudan
SVSvalbard [Norway]
SWSweden
SXSouth Georgia and the South Sandwich Islands [United Kingdom]
SYSyria
SZSwitzerland
TDTrinidad and Tobago
TETromelin Island [France]
THThailand
TITajikistan
TLTokelau [New Zealand]
TNTonga
TOTogo
TSTunisia
TUTurkey
TVTuvalu
TXTurkmenistan
TZTanzania
UCCuracao
UGUganda
UKUnited Kingdom
UPUkraine
USUnited States
UVBurkina Faso
UYUruguay
UZUzbekistan
VEVenezuela
VMVietnam
VQVirgin Islands [United States]
WANamibia
WFWallis and Futuna [France]
WIWestern Sahara
WQWake Island [United States]
WZSwaziland
ZAZambia
ZIZimbabwe