Hmm, let's see...
Ukraine's the first that comes to mind (seeing your avatar and whatnot). They can go in a few different directions, IE. they can stay authoritarian, they can invite Khrushchev to form a government, then Khrushchev can form the Ukrainian Soviet Republic if you so choose.
Republic of China is interesting too, if you don't mind being a little gamey at the start. Basically, you start as the AOG, you disband all of their soldiers, then you let dissent run crazy. Soon enough, you should get an event where the RoC breaks away. Save and load up as them, then basically omnomnom AOG. Then, you can take 'em and try to reunify China.
Brazil's fairly interesting, they can go to either extreme and become either fascist or communist.
Colombia doesn't get many unique events, however for their first election you can choose to have the military intervene, which transforms you into Gran Colombia and gives you claims on Venezuela and Ecuador.
Australasia gets a lot of events and can go a lot of different ways as well.
Those're all the ones I can think of off the top of my head, however I'm sure I'm forgetting about some