We say "western Canada," but "THE western US". Why? It doesn't have anything to do with "eastern" or "western": it has to do with the countries themselves. For most countries, we DON'T say "the" I'm in Canada I'm in Vietnam We DO say "the" if one of three things is true 1. The main noun in the name is a normal noun, not a name. I'm in the Ivory Coast. I'm in the United Arab Emirates. Here, "coast" and "emirate" are normal nouns. Most countries have a formal name that describe what kind of country they are. For these formal names, we say "the" "I'm in North Korea" BUT "I'm in THE Democratic People's Republic of Korea" "I'm in America" BUT "I'm in the USA" "I'm in Germany" BUT "I'm in the German Federation" "I'm in England" AND "I'm in Great Britain" BUT "I'm in the United Kingdom" 2. If the country is plural and ends in "s" The Philippines The Netherlands The Bahamas The Seychelles The Maldives Several countries include "the" for BOTH reason 1 and reason 2. The United States The United Arab Emirates The Federated States of Micronesia etc 3. There is one special country that includes "the" for historical reasons: "The Gambia" In the past, we also said "the Ukraine" and "the Sudan", but now people who live in those countries prefer "Ukraine" and "Sudan", without "the".

For some country names we always say with "the"; it doesn't matter whether or not you also say "southern", "northern", "western" or "eastern". For example: I have a friend who lives in the United States. I have a friend who lives in the western United States. We do not say: I have a friend who lives in United States. I have a friend who lives in western United States. For other country names we never use "the". For exampe: I have a friend who lives in Viet Nam. I have a friend who lives in northern Viet Nam. I have a friend who lives in Canada. I have a friend who lives in western Canada. We never say: I have a friend who lives in the Viet Nam. I have a friend who lives in the northern Viet Nam. I have a friend who lives in the Canada. I have a friend who lives in the western Canada. For each country name you have to learn whether you must use "the" or you cannot use "the".

moved from "comments" to "answers"

If you are talking about a direction they remain the same. If referring to a geographical location( The North, The South,The East,The West then "The" is used.