Geography Puzzle

There is a place name word — not just a common non-place-name word that can be part of a place name, such as “of” or “United” — that appears in the names of four different countries that had been colonized by European powers. Yet each of the countries was predominantly colonized by a different power. On top of all that, the word has also been used in America as a pejorative from people from yet a fifth European country. What is that word, and what are the countries?