Orwell based his fictional nations on real ones and the governments of real Communistic regimes. 

In 1984, the concepts of free enterprise and individual freedom no longer exist.  Only three superpowers remain to dominate a world of hatred, isolation, and fear.

Oceania includes England (now called Airstrip One) and America

Eurasia contains Russia (and Big Brother is based on the Stalin-like regime of WWII) and perhaps others.

Eastasia perhaps contains countries such as Germany (there are many Hitler-like references and his controlling the German people through fear and manipulation are alluded to frequently).

The nations involved in this novel are fictional ones: Oceania, Eurasia and Eastasia. Because of the setting and details we're given for Oceania, we know that includes the actual nation of England, but we don't know what its full limits are. The same is true for the other states. You can assume Eurasia contains Russia and sections of Eastern Europe, but you can't know its exact limits.