South Korea has banned any game that mentions the war between North and South Korea to avoid tensions between the two countries. But from 2006 this was stopped to allow free expression and not many games have been banned so i think you'll be fine. Those living in the United Arab Emirates and Venezuela, these two country have been known to ban a significant amount of games. Venezuela have taken to ban all video games in which the objective was to shoot people, and UAE have banned allot of games but often this is more down to sexual scene or gore so may be okay. China may also be a risk, i believe they banned OPFP DR and OPFP RR because the PLA are portrayed as the 'bad guys' but i'm not entirely sure about that.