This is an ISO standard which, unusually, has to change all the time. So if you want to be sure, you'll have to go to ISO and spend some real money.
However, you can generally look these up on the Web by going to any search engine and searching for the phrase "ISO 3166".
I usually look in ftp://ftp.ripe.net/iso3166-countrycodes.
Copyright © 1998, Tim Bray. All rights reserved.