Those ISO codes are standard, so if you stick to the ISO standards you should be okay. Are you trying to maintain a combination before you switch over? If that's the case why then you could put the combination in custom settings, the key being the two letter country code, the value being country name. Sure you will still have a "big map" but it will be maintained through custom settings and you won't have to update code to change it.
But if you are that concerned about them changing (which I don't think they do), you could hit an API (Google around) that you can hit to update them. I don't believe there is enough risk here though for you to do that
Create a custom setting
private static Map<String, ISOCodes__c> isoCodes = ISOCodes__c.getAll();
for(ResponseObject ro : ResponseObject)
yourUpdateObject.CountryName__c = isoCodes.get(ro.twoDigitISO);
This is rough but, this is all youd need to do