icY
(the early eskimos would definitely be considered this, no?)
yuGoslavia
(It was icy when I visited it in winter)
"GReater Serbia" (a name of sorts suggested previus to Yugoslavia)
use the 'R'.
NeMan
(Neman river serves as the border between Russia's Kaliningrad oblast (formerly northern East Prussia) and Lithuania.
marK
(R. Neman marks the border)
