Every letter is represented.
D
abc
K
Q
The letter X does not appear in any of the names of African nations.
There is only one letter of the alphabet that is not included in the names of the states in America. This letter is Q.
B
M
Vav (ו) Tav (ת)
It cannot be written down as there is no alphabet character for spitting in someones face
The site behindthename.com offers a link to browse names by alphabet; the link is below.
There are a lot of insects. See the related questions below to find the names of insects by the letter of the alphabet.