If you're going to be proud of anything it has to be as a result of some sort of achievement. Not just an accident of birth - yeah, ok.
I think there are good reasons for being proud of the UK, the US and other western countries. Think of all the achievements the west has done. It's thanks to western medicine that HIV positive Eskimos or Australian Aborigines can have a relatively good life.
It would be entirely understandable, too, if Japanese people are extremely proud of Japan.
And Haitians ... er, nah, forget Haitians. XD
So, I think it's entirely reasonable to be proud of your country's achievements.