Call of Duty: Modern Warfare takes place in a fictional country called Urzikstan, a mixture of Syria and Afghanistan, and includes the fictional group Al-Qatala. Yes, Al-Qatala. Aggregating real places and groups into fictional ones makes things easier creatively.
Havana is the capital of Cuba and its largest city, followed by Santiago de Cuba. Cuba appears in Call of Duty: Black Ops, Call of Duty: Ghosts and Call of Duty: Black Ops Cold War. In Call of Duty: Black Ops III, Cuba is a member nation of the Common Defense Pact.