You cannot do that at report level (ZABO or FC) unless personal data is used for list of values and not corporate data (that is from Tools->Universes->List of Values).
[Edit] By using corporate data (query panel) (Tools->Universes->List of Values) and clicking on edit for the country object, the SQL can be modified to add a union all clause (select ‘ALL’), tick on do not generate SQL before running’.
If you do not have access to universe and cannot add the ‘ALL’ functionality in the where clause of report SQL (pointed out by Dave in the above links), it can be done in report level by creating an object ‘ALL’ with the help of user objects in query panel.
But note that these UDO (user defined objects) will be local to your machine only.