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:

the United States of America (the USA)
the United Kingdom (the UK)

Lakes

Lake Geneva
Lake Balaton
Lake Michigan
Lake Lopnor
Loch Ness

Mountain peaks

Mount Washington
Twin Peaks
Denali
(Mount) Everest
K2

But:

the Chomolungma
the Matterhorn

Most cities

Szeged
Beijing
Bujumbura
Budapest
New York

But:

the Hague
the Vatican

Most streets

Downing Street
Michigan Avenue

But:

the High Street
the Mall
the E5

The zero article with names of sports, games and activities
The zero article (-) The zero article with places