Unplayable nations have appeared in the Pro Evolution Soccer series since PES 6. In International Challenge mode, many teams, such as Jamaica (but were playable before PES 6 was released), Guatemala, Panama, Bosnia and Herzegovina (can be played in PES 2010 in all versions), Iceland, Malaysia, etc. Some, such as Bosnia and Herzegovina, Honduras and Israel were later added to the series. All the teams have fake player names, kits, etc. However, Israel and Cyprus in PES 6 featured real player names as they are FIFPro members.
Another note is that these teams can not be edited, or players can not be added, removed, or registered. Also, players from these teams can not be bought in Master League mode. Even if you search for them in their nationality, they won't appear. However, you can create a player from an "unplayable nation".
There are ways of being able to play as these teams. PES Fans have created option files that allow you to play as these teams. Mod makers have also made patches to use these teams and also with real players, kits and brands.