For instance, you were born in a particular country, but you have emigrated to/lived in another, or you have lived in another and acquired dual citizenship, or you identify with the country where your parent or parents were born, or where your heritage/ethnic origin lies, or you have allegiance to a country, or you have adopted/been adopted by a country, or your country no longer exists yet you still claim it, etc.
Any country or countries that you call your own.