There are two: Bahrain and Cyprus.
Europe, Asia, North America, South America, and Africa are not completely surrounded by water (Although if counting the Panama Canal and the Suez Canal, then North America, South America, and Africa would be completely surrounded by water).
I think Bangladesh is surrounded on three sides by water.
Afghanistan is a landlocked country and does not have a sea. It is located in South Asia, surrounded by countries like Iran, Pakistan, and Tajikistan. The closest body of water to Afghanistan is the Arabian Sea, which is located to the south of the country.
The Caspian Sea, though Europe and Asia are continents and not countries.
Asia has land borders both with Europe & Africa, but it is, with those exceptions, surrounded by water.
Bangladesh is in South Asia. Hope this helps with your geography knowledge.
Asia/Europe, as they are connected? so they are not Entirely surrounded.
India is the largest country in South Asia.
Asia
Tajikistan is a country in Central Asia. It is surrounded by Afghanistan, China, Kyrgyzstan and Uzbekistan.
It is just a geographical term for the southern part of Asia, so it is not a country.