The best example would be Switzerland, because it was neutral and not allied to any other nation, and therefore not influenced by other nations. I don't think that the United States was controlled by any other nation, or that the USSR was controlled by any other nation, or that Nazi Germany was controlled by any other nation, however, they did have alliances which influenced them.
Japan controlled several large countries during World War II and their empire grew to be quite vast.The largest nation the Japanese attempted to invade and conquer was China, and they did so fairly effectively for the most-part.
Iraq and India were controlled by Britain.
In the context of World War II, Axis-controlled nations were not in fact the same thing as the Axis powers (or, nations) themselves. The main Axis powers, Germany, Italy, and Japan, invaded and then controlled numerous European and Asian nations and territories: these were occupied and used by the Axis Powers to further their own prosperity and ongoing war-efforts.
Germany
Japan .
The Belgian government controlled the country from 1908, when Leopold the Second, King of Belgium, was forced by international opinion to give up 'his' land, until 1960, when the country gained it's independence. France controlled the other Congo- Congo-Brazzaville.
poland, france, united states
World Systems Theory
The USSR and the US had a fundamental ideological conflict. The USSR wanted all nations of the world to become communist dictatorships, ultimately controlled by the Kremlin, and the US wanted all nations of the world to be democratic free market economies, all economically dominated by the US. These competing visions inevitably came into conflict.
The USA was controlled by the USA. Parts of Asia were overtaken by the Japanese and other parts were still self-controlled and battling the Japanese.
There were many countries that were controlled by Great Britain at the beginning of World War 1.
No country have controlled Saudi Arabia, it is one of the few countries in the world that have not been ruled by another country, thus there was no independence.