I like listening to historical podcasts, and my favorites are "The History of Rome" (which has finished) and its followup "The History of Byzantium" and "Hardcore History" . I've heard good things about "Revolutions" by the creator of "The History of Rome" but I haven't checked it out yet.

Also I've been enjoying "Fall of Civilizations" a lot, but so far have only listened to a few of the episodes.

I can't believe you went for these obscure examples like the US or the EU and not the most obvious example: the United Federation of Planets from Star Trek, of course!