Filter Multiple Sheets

Loop through each worksheet and apply the filter to the specific range for each worksheet. Example:

Sub Example()
'Made a lot of assumptions since you gave no actual information

Dim ws As Worksheet

For Each ws In Worksheets
    With ws
        .AutoFilterMode = False
        .Range("A1:A" & .Range("A" & Rows.Count).End(xlUp).Row).AutoFilter 1, "Your Country"
    End With
Next ws

End Sub