Jordan, Syria, Saudi Arabia, and western Iraq
Algeria and Egypt are on the upper part of the Sahara desert. France, Spain and Italy are above those countries.
In South America the four countries that lie on the Tropic of Capricorn are: Chile, Argentina, Paraguay, and Brazil.
The Atacama Desert enters parts of Chile, Peru, Argentina and Bolivia.
Countries in the Arabian Desert are: Iraq, Jordan, Kuwait, Oman, Qatar, Saudi Arabia, United Arab Emirates and Yemen.
The Sahara desert lies in several countries in Africa.
There are far more than four countries that fit that description.
The Arabian Desert.
Chile, Argentina, Paraguay, Brazil
Norway, Sweden, Finland, Russia
Norway, Sweden, Finland, Russia
Sub-Sahara can also be said to countries that lie below the Sahara Desert and this is used as a demarcation line to signify that.