Why do some countries have the word 'The' before their names and others don't?

I have been wondering for a while why some countries have the word 'The' before their names. Countries include 'The United Kingdom', 'The United States', 'The Netherlands', 'The Czech Republic' and many more. The majority of countries do not have this 'The' (China, Scotland etc.) I then began to wonder how many countries start with the word 'The', which ones they are and why they do. Hope someone can put me out of my frustration.