On Earth, the "Third World" included Africa and Latin America. While undercover at the Pharm, "Samantha Jones" was asked by Plummer if she had visited the Third World; she claimed that she did not but would get round to it. Plummer insinuated that she might be more susceptible to "exotic tropical disease[s]" were she to visit these places. (TV: Reset)
Behind the scenes
Originating in the Cold War as a signifier of wartime neutrality, the term "Third World" has come to be synonymous with "developing countries", ie. colonised nations now in relative poverty, in part due to neocolonialism.