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In some countries, they do, e.g la France, l'Italia and the United States of America. And although we don't use the definite article 'the' in front of England we do in front of the United kingdom.

But the reason we don't use it in front of England, Deutschland, Canada, Australia, etc is that grammatically, there's really no need. If we say, 'the' cow it's because there are many cows and you're referring to one particular animal, distinguishing it from the hundreds of thousands of other cows in the world.

Likewise, there is more than one kingdom, so we need to differentiate the UK by saying 'the United' Kingdom. But if we said 'the' England, it would imply there is more than one 'England' and there obviously isn't. Like there isn't more than one Deutschland, Canada or Australia.

We say 'the United States of America' to emphasise that the USA is a collection of states. Before the War of Independence, North America consisted of a number of independent states or countries. They decided (with the exception of Canada) to unite and thus became the United States of America.

'Of America' was necessary to differentiate it from various other countries that used 'the united states' in their title (for example, Mexico's official name at the time was 'the United States of Mexico'). The important thing is the definite article refers here to the word 'states' rather than 'America'. When we refer to the US colloquially, we don't say 'the' America.

Why do the French say 'la France'? Je ne sais pas

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