Does the US have any "constituent countries"?

By "constituent countries" I basically mean countries within the country, similar to what the UK, Denmark, and the Netherlands have. All of their nations are part of a bigger state, but calling them "countries" still wouldn't result in someone giving you a confused look for example. Does the US have anything/anyplace like that? The closest things I can think of are the Native nations, Puerto Rico, and maybe Hawai'i but I'm not sure.