Country that banned it: Germany
Although Germany has a strict reputation, a 2003 ruling has prevented the outright banning of any video game in the country. They can have their advertising and in-store displays restricted if the violence is too gruesome though, which often results in more explicit titles simply never being released in the country. That wasn't the case for Wolfenstein though. A ban on including Nazi symbolism outside a historical reference meant that the game's many Nazi swastikas and the Nazi theme music caused it to be declared verboten.