That has the administrative boundaries for every country.

The relevant project from the US government itself is here: https://www.census.gov/geo/maps-data/data/tiger.html

You might want to run a simplifying algorithm on the shapes first though, they're the official boundary coordinates so there's an absurd number of points on coastlines and the like, making point-in-polygon lookups very slow.

It has the stuff for doing your own geocoding as well. You can install it as a postgis extension and run geocoding SQL queries in postgres. It's an absolute joy.

[1]: https://s3.amazonaws.com/SocialHarvest/world.jpg