According to former Rare employee Kev Bayliss and current creative director Gregg Mayles, the reason why Donkey Kong Country had the "Country" part of its name was because the game had been known as "The Country Project" during development, owing to the fact that Rare was effectively situated in the middle of the countryside. When staff from Nintendo visited them, they decided to keep 'Country' in the name.
Contributed by ZpaceJ0ck0