The Unicode consortium maintains lists of locale translations in virtually all languages, including of course German. The data is stored in very straightforward XML files.
Download this zip file (core CLDR data) from the Unicode Consortium site and extract de.xml. All you want (and much more) is in there.
Countries: XPATH= /ldml/localeDisplayNames/territories/territory
The day you need the info in another language, just pick the matching xml file from the zip file (eg.: French = fr.xml).
