I believe the following nations are without a guide yet:
Early Age- Ermor
- Oceania
- Tir na n'Og
- Ulm
- Vanheim
Middle Age- Machaka
- Man
- Marignon
- T'ien Ch'i
- Vanheim
Late Age- Agartha
- Arcoscephale
- Caelum
- C'tis
- Gath
- Mictlan
- Pangaea
I'd say that the most interesting would probably be guides for EA Ermor, EA Ulm, Machaka, LA Arco, LA C'tis and LA Pangaea.