The definite article with geographical names

The definite article is used with certain geographical names:

Countries

Names of countries which are collective, plural or modified by an adjective or an of-construction take the definite article the:

the Czech Republic
the Netherlands
the People's Republic of China
the Philippines
the United Kingdom (UK)
the United States of America (USA)

Bodies of water

the Amazon
the Ganges
the (English) Channel
the Panama Canal
the Atlantic (Ocean)
the Pacific (Ocean)

Deserts

the Gobi (Desert)
the Kalahari Desert
the Mojave Desert
the Patagonian Desert
the Sahara (Desert)

Mountain ranges

the Alps
the Andes
the Appalachians
the Great Dividing Range
the Himalayas

Points of the compass

the North
the South
the East
the West
the South Pole
the North Pole
the south of Italy
the Far East

But:

North America
We were travelling west.

Some constellations and other heavenly bodies

the Big Dipper (AmE) / the Plough (BrE) 
the Pleiades
the Cigar Galaxy
the Crab Nebula

But:

Orion
Cassiopeia