WhatsApp is completely blocked in China, Syria, and North Korea. You cannot use WhatsApp at all in these countries without a VPN.
WhatsApp has been temporarily blocked in Cuba, Iran, and Brazil. If you plan on using WhatsApp in these countries, keep a VPN handy just in case.
WhatsApp is partially blocked---usually its voice and video calling features are banned---in the UAE, Qatar, and Oman. You can use WhatsApp’s VoIP features with a VPN.