I want to validate data to be a country name in a cell. Please tell me
where can I get from complete country list to use in Excel. It should
be in a format that I can put one country name in a single cell
downwards.

One source:

http://www.iso.org/iso/en/prods-serv...iso-3166-code-
lists/list-en1.html


You can copy from the web page and paste into Excel.