In search for a good list with ISO-country names and relevant data, I ended at GeoNames. This site offers really super data, like even the RegExp to test a postcode value! Really great! And even more data of countries worldwide, like largest cities, highest mountains, capitals, postal codes, country statistics and much more.

And all for free. However, I can imagine what a job this must be to keep all that data up-to-date, so I donated for the data I downloaded (donate button is at the top of the donate & sponsoring page).

See also my earlier post about calculating postcode-to-postcode distances.