The United Kingdom of Great Britain and Northern Ireland is a collection of four constituent countries, commonly known as the "UK". Sonic the Comic was made here and most of its readership originate from the United Kingdom, although there are foreign readers, particularly with the advent of Sonic the Comic Online.
The country has appeared a couple of times within the story pages of STC. Amy Rose and Tekno the Canary crash-landed there while looking for a way home and made friends with local Professor Cratermass. Unfortunately, they also made enemies with Colonel Granite and his Operation Starwatch. The girls eventually made their way home, but Granite would later attempt to invade Mobius. To stop him, Sonic the Hedgehog made his way to Planet Earth to talk to the Prime Minister of the United Kingdom, who revealed that Granite had a base in Scotland. A quick sprint later and Sonic (along with Nature) was able to hurl the humans back home and got arrested by the Military Police.
Non-Sonic stories have also been set in the United Kingdom: Kid Chameleon is set in an unnamed suburban area (and in a world where Sonic the Comic is published); and Marko's Magic Football is set in the fictional northern English town of North Sterlington.
Professor Frank N. Stein in Decap Attack pretends he's a German scientist who now lives in Transylvania, but he used to be a choir from Cardiff. (For that matter, most people in Decap Attack talk like they're British, even the demons from Hell)