I'm with Chashio - not really feeling those pennants. I'm at a loss as to how to make them better though. If you're not actually labeling the countries, then to make actual borders might just look odd.
edit: Actually, what about this: make borders; instead of naming each country on the map itself, create some kind of small ornate frame/circle/shape with a number 1 through whatever in it. Then have a key at the bottom or side.
An example of what I mean: