I also collect items made in countries that no longer exist, and the list is huge. So far, I've found items from Czechoslovakia and West Germany. The search continues . . .
Abyssinia: The name of Ethiopia until the early 20th century.
Austria-Hungary: A monarchy (also known as the Austro-Hungarian Empire) that was established in 1867 and included not just Austria and Hungary, but also parts of the Czech Republic, Poland, Italy, Romania, and the Balkans. The empire collapsed at the end of World War I.
Basutoland: Lesotho's name prior to 1966.
Bengal: An independent kingdom from 1338-1539, now part of Bangladesh and India.
Burma: Burma officially changed its name to Myanmar in 1989 but many countries still aren't recognizing the change, such as the United States.
Catalonia: This autonomous region of Spain was independent from 1932-1934 and 1936-1939.
Ceylon: Changed its name to Sri Lanka in 1972.
Champa: Located in south and central Vietnam from the 7th century through 1832.
Corsica: This Mediterranean island was ruled by various nations over the course of history but had several brief periods of independence. Today, Corsica is a department of France.
Czechoslovakia: Peacefully split into the Czech Republic and Slovakia in 1993.
East Germany and West Germany: Merged in 1989 to form a unified Germany.
East Pakistan: This province of Pakistan from 1947-1971 became Bangladesh.
Gran Colombia: A South American country that included what is now Colombia, Panama, Venezuela, and Ecuador from 1819-1930. Gran Colombia ceased to exist when Venezuela and Ecuador seceded.
New Granada: This South American country was part of Gran Colombia (see above) from 1819-1830 and was independent from 1830-1858. In 1858, the country became known as the Grenadine Confederation, then the United States of New Granada in 1861, the United States of Colombia in 1863, and finally, the Republic of Colombia in 1886.
North Yemen and South Yemen: Yemen split in 1967 into two countries, North Yemen (a.k.a. Yemen Arab Republic) and South Yemen (a.k.a. People's Democratic Republic of Yemen). However, in 1990 the two rejoined to form a unified Yemen.
Ottoman Empire: Also known as the Turkish Empire, this empire began around 1300 and expanded to include parts of contemporary Russia, Turkey, Hungary, the Balkans, northern Africa, and the Middle East. The Ottoman Empire ceased to exist in 1923 when Turkey declared independence from what remained of the empire.
Persia: The Persian Empire extended from the Mediterranean Sea to India. Modern Persia was founded in the sixteenth century and later became known as Iran.
Prussia: Became a Duchy in 1660 and a kingdom in the following century. At its greatest extent it included the northern two-thirds of Germany and western Poland. Prussia, by World War II a federal unit of Germany, was fully disbanded at the end of World War II.
Rhodesia: Zimbabwe was known as Rhodesia (named after British diplomat Cecil Rhodes) prior to 1980.Siam: Changed its name to Thailand in 1939.
Sikkim: Now part of far northern India, Sikkim was an independent monarchy from the 17th century until 1975.
South Vietnam: Now part of a unified Vietnam, South Vietnam existed from 1954 to 1976 as the anti-communist portion of Vietnam.
Southwest Africa: Gained independence and became Namibia in 1990.
Tanganyika and Zanzibar: These two African countries united in 1964 to form Tanzania.
Texas: The Republic of Texas gained independence from Mexico in 1836 and existed as an independent country until annexation to the United States in 1845.
Tibet: A kingdom established in the 7th century, Tibet was invaded by China in 1950 and has since been known as the Xizang Autonomous Region of China.
Transjordan: Became the independend kingdom of Jordan in 1946.
Union of Soviet Socialist Republics (USSR): Broke into fifteen new countries in 1991: Armenia, Azerbaijan, Belarus, Estonia, Georgia, Kazakhstan, Kyrgyzstan, Latvia, Lithuania, Moldovia, Russia, Tajikistan, Turkmenistan, Ukraine, and Uzbekistan.
United Arab Republic: From 1958 to 1961, non-neighbors Syria and Egypt merged to become a unified country. In 1961 Syria abandoned the alliance but Egypt kept the name United Arab Republic itself for another decade.
Urjanchai Republic: South-central Russia; independent from 1912 to 1914.
Western Samoa: Changed its name to Samoa in 1998.
Yugoslavia: The original Yugoslavia divided up into Bosnia, Croatia, Macedonia, Serbia and Montenegro, and Slovenia in the early 1990s.
Zaire: Changed its name to the Democratic Republic of the Congo in 1997.