Puerto Rico is an unincorporated territory of the United States.

"Although considered as integral parts of New Zealand, ... the .. island groups are not part of any region or district, but are instead designated as Area Outside Territorial Authority." (wiki)

Bermuda is a British Overseas Territory in the North Atlantic Ocean.

Jeju Special Autonomous Province or Cheju Island is the only special autonomous province of South Korea

Macau is a Special Administrative Region of China.

The Territory of Heard Island and McDonald Islands is an Australian external territory.

French Polynesia

Part of Greenland, an autonomous territory within the Kingdom of Denmark.

Henderson is one of The Pitcairn Islands (officially the Pitcairn, Henderson, Ducie and Oeno Islands) that form the sole British Overseas Territory in the Pacific Ocean.

It is part of the French Southern and Antarctic Lands, an overseas territory

Curaçao is a country within the Kingdom of the Netherlands

Located on the The Society Islands, which is part of French Polynesia - an overseas collectivity of the French Republic

Easter Island is a special territory of Chile.

It includes the island of Midway which is an "Unorganised unincorporated territory of the US"

New Caledonia is a special collectivity of France

Part of Greenland, an autonomous territory within the Kingdom of Denmark.

Part of the British overseas territory of Saint Helena, Ascension and Tristan da Cunha

Norfolk Island (Kingston and Arthurs Vale Historic Area): "The island is part of the Commonwealth of Australia, but it enjoys a large degree of self-governance. Together with two neighbouring islands, it forms one of Australia's external territories."

Part of Greenland, an autonomous territory within the Kingdom of Denmark.

Gibraltar is a British Overseas Territory