"The" or "-" with Geographical Names

He was born in _________________ New York City.

_________________ Nile is a long African river.

We're going on vacation to _________________ Dominican Republic.

Have you been to _________________ Italy?

 Los Angeles is in the state of _________________ California.

_________________ Rocky Mountains are very high.

He lives in _________________ United States.

_________________ South Africa is one of the most beautiful countries in the world.

_________________ Republic of Ireland is in the European Union.

Have you ever been to _________________ Netherlands?

I went sailing around _____________ Lake Geneva.