If the two tables are from the same source, then you should be able to do this. This KB is a good starting point:
Simple way to create this report is from sample data source Superstore and CoeffeChain.
Connection 1 from Super store applied filter on State
State (CA, NY): Sales
Connection 2 from CoeffeChain applied Filter on State
State( MD, FL), Sales
Union-ing data from different data sources is not supported out of the box...
If the data is in the same back-end source (you mention two different tables in your first post -- maybe they are both in SQL server, or both in the same spreadsheet or similar) then you can perform the union as part of a single connection using custom SQL... see here for more information Analyzing Related Data on Multiple Excel Tabs | Tableau Software
If the data is not in the same source (e.g. in your second post, SuperStore sales and CoffeeChain) then it's a different story. Your best bet it to combine the data outside of Tableau first, perhaps using some ETL tool and then connect Tableau to the result
If that's not possible then you can possibly set up a third data source manually, which would simply contain all the Country names, and then use this as a 'scaffold' source - This source becomes your primary and you will get your measures from the other sources using cross-source calculated fields.
Some more discussion on the topic here: Re: How can I blend 2 data sources to simulate an SQL 'union' query?