the following example does what you want.
start by creating an empty list where you will store all the different dataframes.
Get a list of the unique countries.
import pandas as pd
data = {'country':['USA','USA','CANADA','CANADA','CANADA','SPAIN','SPAIN','PERU','PERU','PERU','PERU','PERU'],
'col_1': [3, 2, 1, 0,235,2,5,7,9,7,14,346],
'col_2': ['a', 'b', 'c', 'd','v','asd','sg','sdg','ery','wqrew','asf','Ùùsd'],
'col_3':[3234,52345,64534,65652,1234,435,346,7687,969,689689,79,2143]}
df = pd.DataFrame.from_dict(data)
list_of_df = []
unique_countries = set(list(df['country']))
for country in unique_countries:
list_of_df.append(df.loc[df['country'] == country,:])
# this is the first dataframe of the list.
list_of_df[0]