Yemen would have worked, too.
Perhaps we need to stipulate the rules of the game more clearly. Yugoslavia is no longer a country. The name for Yugoslavia is now Serbia & Macedonia. However, if we expand the rules to include all sovereign states, whether they still exist or not, the pool of available names will certainly be greater. For instance, Czechoslovakia would be available to use, whereas today there is no such country as Czechoslovakia (having divided into Czech Republic and Slovakia).
Anyhow, for now, here's my "A" country, unavoidably also ending in "A" until we change the rules:
Antigua & Barbuda
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