Question: The McDermitt Caldera is a large, oval-shaped caldera west of McDermitt, McDermitt is an unincorporated community straddling the Nevada–Oregon border, in Humboldt County, Nevada, and Malheur County, Oregon, in which country?

Context paragraphs:
Basque, Oregon: Basque is an unincorporated community in Malheur County, Oregon, United States.  It lies along U.S. Route 95 about halfway between Burns Junction and McDermitt.  Basque migrants, many of them sheepherders, settled in remote parts of southeastern Oregon between the 1880s and the 1930s.

McDermitt Caldera: The McDermitt Caldera is a large, oval-shaped caldera west of McDermitt in southeastern Oregon and northern Nevada in the United States.  It is about 28 mi wide north to south and 22 mi wide east to west.  The western part of the caldera is in the Trout Creek Mountains, and the northern part is in the Oregon Canyon Mountains.

Humboldt Bay: Humboldt Bay is a natural bay and a multi-basin, bar-built coastal lagoon located on the rugged North Coast of California, entirely within Humboldt County.  It is the largest protected body of water on the West Coast between San Francisco Bay and Puget Sound, the second largest enclosed bay in California, and the largest port between San Francisco and Coos Bay, Oregon.  The largest city adjoining the bay is Eureka, the regional center and county seat of Humboldt County, followed by the college town of Arcata.  These primary cities together with adjoining unincorporated communities and several small towns comprise a Humboldt Bay Area total population of nearly 80,000 people, which accounts for nearly 60% of the population of Humboldt County.  In addition to being home to more than 100 plant species, 300 invertebrate species, 100 fish species, and 200 bird species, the bay and its complex system of marshes and grasses support hundreds of thousands of migrating and local shore birds.

Denio, Nevada: Denio is a census-designated place (CDP) that lies on the Nevada-Oregon state line in Humboldt County, Nevada, in the United States.  There was formerly a Denio post office north of the state line in Harney County, Oregon.  The population of the CDP, which is entirely in Nevada, was 47 at the 2010 census; additional development considered to be Denio extends into Oregon.  The CDP includes a post office, a community center, a library, and the Diamond Inn Bar, the center of the town's social life.  Recreational activities available in the Denio area include fishing, opal mining, rockhounding, hunting, and visiting the hot springs.  The Humboldt County School District operates the Denio School, a kindergarten-eighth grade (K-8) school, on the Nevada side of the state line.

South Fork Malheur River: The South Fork Malheur River is tributary of the Malheur River in a sparsely populated part of the U.S. state of Oregon.  Arising southeast of the unincorporated community of New Princeton and slightly north of Oregon Route 78, it flows generally northeast to meet the Malheur near the unincorporated community of Riverside in Malheur County.  The South Fork enters the larger river 96 mi by water from its confluence with the Snake River.

Lake Fork West Owyhee River: The Lake Fork West Owyhee River is a short tributary of the West Little Owyhee River in the U.S. state of Oregon.  The river begins near Cat, Bend, and Pedroli springs near the eastern boundary of the Fort McDermitt Indian Reservation in southern Malheur County.  It flows generally northeast to meet the larger river in Louse Canyon.  The Lake Fork has no named tributaries.

Payette Junction, Oregon: Payette Junction is a highway junction and unincorporated community in Malheur County, Oregon, United States.  It lies at the intersection of Oregon Route 52 and Oregon Route 201 between Ontario, Oregon, and Weiser, Idaho.  It is about a mile from Payette, Idaho, on the other side of the Snake River, which marks the Oregon–Idaho border in this vicinity.

McDermitt, Nevada–Oregon: McDermitt is an unincorporated community straddling the Nevada–Oregon border, in Humboldt County, Nevada, and Malheur County, Oregon, in the United States.  McDermitt's economy has historically been based on mining, ranching, and farming.  The last mining operation closed in 1990, resulting in a steady decline in population.

McDermitt State Airport: McDermitt State Airport (FAA LID: 26U) , is a public airport located ½ mile (0.75 km) northwest of McDermitt, Nevada in Malheur County, Oregon, USA.

Juntura, Oregon: Juntura is an unincorporated community in Malheur County, Oregon, United States on U.S. Route 20.  The word "juntura" is Spanish for "juncture", and the community was named for its proximity to the confluence of the Malheur River with the North Fork Malheur River.  The name was probably selected by local settler B. L. Milligan, who arrived in the area in the 1880s and who later served as county school superintendent.  Juntura post office was established in 1890 and is still operating.  The community's development slowed after World War II, and on November 2, 1976, the town voted to disincorporate.  Juntura is part of the Ontario micropolitan area.

Supporting paragraphs: McDermitt Caldera McDermitt, Nevada–Oregon
Answer: United States