Great Britain - two countries (England, Scotland) and a principality (Wales). That's a political definition: geographically Great Britain is the largest of the British Isles.

United Kingdom - Great Britain plus another country (Northern Ireland, sometimes referred to as a - or the - Province, but actually it is a country in its own right and therefore has its own parliament).

British Isles - to the irritation of some, the United Kingdom, some Crown dependencies such as the Isle of Man and the Channel Islands, all of which are self governing in their own right, including Sark which is presently run by a benign dictatorship, and the Republic of Ireland.

Europe - a geographic entity only, which includes all the above and an assortment of republics, grand duchies and monarchies which can safely be ignored for the purposes of this exercise as they tend to be isolated as soon as there is a dockers' strike in Dover.

European Union - not sure; better ask Ern.

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Money won't buy you friends. But it gets you a better class of enemy.
Spike Milligan