How to Get country name from country code in Magento 2?

Create Block file,

   public function __construct(
            \Magento\Directory\Model\CountryFactory $countryFactory
        ) {
            $this->_countryFactory = $countryFactory;
        }

    public function getCountryname($countryCode){    
        $country = $this->_countryFactory->create()->loadByCode($countryCode);
        return $country->getName();
    }

Call from phtml file,

echo $block->getCountryname($countryCode);

We can use Magento\Directory\Api\CountryInformationAcquirerInterface to get the country info:

/** @var \Magento\Directory\Api\CountryInformationAcquirerInterface $country */

/** @var \Magento\Directory\Api\Data\CountryInformationInterface $data */
    $data = $country->getCountryInfo($data['country_id']);
    $data->getFullNameEnglish();
    $data->getFullNameLocale();

See more here about the returned values: Magento\Directory\Api\Data\CountryInformationInterface