Which of these countries is not located in Europe?

Greenland is an autonomous country within the Kingdom of Denmark. Although Greenland is geographically a part of the North American continent, it has been politically and culturally associated with Europe for about a millennium, (but it is not located in Europe). Since 1721, Denmark has held colonies in Greenland, but the country was made part of Denmark in 1953. In 1979 Denmark granted Home Rule to Greenland, and in 2009 expanded Self Rule was inaugurated, transferring yet more decision-making power and more responsibilities to the Greenlandic government. Under the new structure, gradually Greenland can assume more and more responsibilities from Denmark when it is ready for it.

Source: Visit Greenland