You could try duplicating the country field and call it, say, "Country 2". Then you could either use the grouping functionality in Tableau to construct the needed groups (group A, group B, etc.) in "Country 2" or create a calculated field (called, say, "Country Groups"):
if [Country 2] = "USA" or [Country 2] = "Canada" or [Country 2]="Mexico" then "Group A"
You could then add Country AND Country 2 (group) or "Country Groups" (depending if you grouped or used a calculated field) to the filters shelf and use them both as needed.
Depending on what you're specifically trying to do, you may want to set one of the filters to exclude and the other to include and/or add one of them to the context.
All of this, of course, is really dependent on how many groups you're thinking of...it could get very tedious after a while.
Hope that helps!