Multiple "lost" monarchies still had strong monarchist parties and supporters in many countries, and even some longer standing democraties had monarchists within them. Those varied in power, influence, and size, but they included:
1) Germany, where "an unbroken line of mourners" were waiting on the streets the coffin of the dead German Empress passed by in the middle of the night, due to the Weirmar Republic's insistance, from the Dutch border to the east of Berlin in the Mausoleum of the von Hohenzollern
2) Hungary, where Karl von Habsburg almost retrieved the Hungarian Throne back twice without shedding blood, and only stopped when the Regent of Hungary told him "it's not time yet"
3) France, with periodic bursts of monarchist support that maintained a presence of the party and somewhat of a potential challenger to the other parties
4) USA, where even today some monarchist party will rise up, gather a few million supporters, and then die off pretty quickly
5) Italy (yes it still had a King, but Mussolini deposed him), where Mussolini used emergency powers to dethrone him and then said (in better words and in Italian) "we have a war to fight, if you got a problem, we'll deal with it later"...
Other nations which held potential for a monarchist returns were:
6) Finland, where a monarch had been installed by the Treaty of Brest-Litovsk but had to abdicate due to allied pressure (not sure, not much information is given)
7) Baltic States, unified, same reason as stated for Finland
8) USSR, where public discontent with the Communist Autocracts could have violently demanded a return for a Tsar (find a branch family of the Romanovs)
9) China, where the Emperor could have gathered support thanks to loyal retainers and tried to sieze the country back, and that would severely weaken the warlords', the Guomindang's, and the CCP's power as a legitimate ruler would have been present with the backing of a "Divine Mandate", which held a lot of popularity with the common folk
Nations I forgot:
10) Turkey, where the populace, unhappy with the new government that did not attempt to retake the Blakans might want a return of a sultan (thanks Hayro)
11) Brazil, where strong monarchist sentiments exist even t this day coud have brought back the Brazillian Empire into existence (thanks Chaos_TLW)
Of course, Paradox will probably not include them, but there's modders for that (although I doubt many would mod the installation of a monarchy in the USA, escpecially those that live in the USA).