We say "the" in front of the country's name when it's a group of islands like "the Canary Islands", or when the country's name shows that it is made up of different states, republics or other pieces - thus "the Soviet Union" because it's made up of lots of smaller parts. Now, Canada has territories, but you can't tell by its name so we just say "Canada". If it was called "the Canadian Territories" or something, then we would have to say "the" before it.
You say "the Czech Republic," "the Netherlands," and "the Soviet Union" because you are describing them: the republic that is Czech, the "lands" that are "below" (sea level), the union that is Soviet. "The Virgin Islands," "the Philippines," "the Maldives," etc. need a "the" because they're plural (which, incidentally, applies to "the Netherlands" as well).
As for "Easter Island," you don't need a "the" because it's not a description; it's just the name of the island.
But then again, we do say "the Thames" and "the Hudson." I would venture to say the "the" there has something to do with the absence of the common noun.