Regions or continents?
School books usually count seven continents: Africa, Antarctica, Asia, Australia (or Oceania), Europe, North America and South America. Statistics offices often use regions instead, and treat North and South America as one region called the Americas. This site uses regions, with sub-regions such as Southern Asia or Western Europe, because the data is organised that way.
A few countries lie on two continents, such as Russia, Turkey, Egypt and Kazakhstan. Each is listed once, in the region its data source gives.