Storeship have developed a considerable database of information for their fulfilment clients to help facilitate the shipping of orders worldwide.
Information includes the standard 2 digit Country Codes that we use on our own systems and fulfilment software to ensure parcels get routed to the correct country and with the correct postage.
EU Country Codes, below is a useful snippet of EU country codes, this list is useful for filtering out just EU countries, other snippets follow.

EU Country Codes
AT,BE,BG,CY,CZ,DE,DK,EE,ES,FI,FR,GB,GR,HR,HU,IE,IT,LT,LU,LV,MT,NL,PL,PT,RO,SE,SI,SK

https://api.storeship.co.uk/country/GB

https://api.storeship.co.uk/country/all