Is this correct? Canada, Spain, and USA

Yes, to be absolutely correct, use the definite article before some country names, even when abbreviated: The Netherlands, the United Kingdom, the United States, The People's Republic of China (and others).

In the current Chicago Manual of Style, the definite article is used in some cases and not others. It gives these examples for abbreviating "United States" but doesn't discuss the definite article:

US dollars
US involvement in China
China’s involvement in the US

I would say using the definite article is definitely not needed when listing countries, such as in a table or other non-sentence format:

Countries:
France
Germany
USA
Netherlands