Far too many countries no longer exist to list here.
But here are a few that you many have been familiar with before their changes. As of this writing:
Tibet was invaded by China in 1950 and is now officially known by the Chinese as Xizang Autonomous Region of China.
East Pakistan became Bangladesh in 1971.
Rhodesia has been Zimbabwe since 1980.
Burma has called itself Myanmar since 1989, it is still known as Burma by many countries that refuse to recognize the change.
Czechoslovakia split in two in 1993: the Czech Republic and Slovakia.
Zaire is now the Democratic Republic of the Congo, as of 1997.