Continents

Asia
America
Europe
Australia
Africa

But:

the Arctic
the Antarctic
the Americas (North and South America)

Names of countries

Most country names do not take an articleAny of the words "a", "an" and "the", used to limit or give definiteness to a noun. "A" and "an" are indefinite articles, while "the" is a definite article. E.g.: A man was standing on the platform. ("a", "the") (Slovakia, Hungary, Croatia, Portugal), but:

Countries

Names of countries which are collective, plural or post-modified take the definiteRelating to a specific or determined person, thing, idea or time. E.g.: I know the guy you are talking about. ("the guy you are talking about") articleAny of the words "a", "an" and "the", used to limit or give definiteness to a noun. "A" and "an" are indefinite articles, while "the" is a definite article. E.g.: A man was standing on the platform. ("a", "the").