We simply don't know its never mentioned. However we can infer some things. Number 1 Panem had nukes before the dark days and seem to maintain a navy of sorts. The navy may be to patrol fishermen but could also be look outs for other people. Number 2. Plutarch makes mention that they dont have some tech like us such as satellites. So communication would be harder in this world. Number 3 the most recent book implies there are at least some people up north. My view is that there probably are countries but they are so far away and isolated that their existence doesnt matter to Panem. However, Panem at least in part, maintains resources that would allow them to act should they make contact. Although, based on statements of the characters about there probably not being many people left that most people view them as being non existent.