How Do You Classify Places Such as Turkey and Finland Geographically?

There are some places around the world on which we can all agree on their classifications:
Atlanta is located in the Southeast region of the United States. Japan is an Asian country.
In terms of regions and not continents, Lebanon is part of the Middle East, and Costa Rica is part of Central America.

How Do You Classify Places Such as Turkey and Finland Geographically?

Are we all in agreement thus far?
In an article posted on June 10, 2013, John Mendelssohn of The Hub posted the following:

“Those Scandinoovians, always reminding us of their ethical superiority! Finnair’s pouch was made of recycled paper and contained Crowded House’s Greatest Hits. Crowded House’s leader, you see, having been Tim Finn. Finn, you see? All right. Forget it.”

The problem with that attempt at humor is that Finland — classified as one of the Nordic countries — is not considered an official part of Scandinavia.
What about Turkey? Although it technically straddles the continents of Europe and Asia, is it European? Is it Asian? Is it part of the Middle East? That was especially a conundrum when attempting to classify it on FlyerTalk, where one of the Destinations forums was ultimately amended to be classified as Europe including Turkey.
In which continent does New Zealand reside? The term Australasia is used to describe that area, although it is considered Oceania on FlyerTalk.
Regions within the United States can be confusing as well. For example, I know one FlyerTalk member who persistently considers Louisville in the state of Kentucky as a part of the Midwest and not part of the South.
I also know a person who was born in the southern United States who absolutely refuses to consider West Virginia as a part of the South. When I was in West Virginia, I personally asked residents there of what region do they consider themselves to be a part, and they responded “the South” virtually unanimously — even though West Virginia is classified as part of the Mid-Atlantic region on FlyerTalk.
Although Maryland and Virginia are south of the Mason-Dixon line, they are also considered part of the Mid-Atlantic region on FlyerTalk. Then again, I do not know too many people who consider Maryland as part of the South.
I tease those people who claim to be Southern that they are considered to be known as Yanks elsewhere — such as in Australia. Now that is south!
Can you be a true Southerner if you cannot see the Southern Cross constellation in the nighttime sky?

Summary

I suppose that in the end, classifications of regions are really not all that important — with certain exceptions, of course — as long as we know where is our destination when we travel and where we are going.
It would be impossible for me to go through every geographical classification anomaly here, so I defer to you: what areas of the world do you know which seem to at times suffer from an identity crisis in terms of in which parts of the world they reside?

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