There are two: Bahrain and Cyprus.
I think Bangladesh is surrounded on three sides by water.
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).
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 is the continent that is not entirely surrounded by water. It is connected to Africa by the Isthmus of Suez and to Europe by the Ural Mountains.
The Caspian Sea is the world's largest inland body of water that borders both Europe and Asia. The sea is surrounded by five countries: Russia, Kazakhstan, Turkmenistan, Iran, and Azerbaijan.
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.
No single country. The Mediterranean is surrounded by many countries in Asia, Europe and Africa.