Included here is a text file with instructions on how to easily delete all of the countries listed in your OsC database except the ones you specify to remain. It takes seconds. You can have any number, either only the US, or only Canada, or only Angola. It's up to you.
If you only want to remove one or two countries, it's just as easy to do that much in Admin. This is designed to wipe out large numbers of countries at once.