From the position of the ost-block, Ireland, Austria, Sweden, Finland and Switzerland, were definitely considered first-world western countries :-)

Yugoslavia is weird. But I would never dare insult somebody from former Yugoslavia by suggesting they are from a third-world country, it would be like asking for a black-eye :D (unless we are friends, and already drunk, then they might suggest it themselves?)

I am willing to bet the OP meant a poor , developing country with a colonial past version of Third-World than member of the Non-Aligned Movement . Most countries in the latter satisfied the former with the exceptions you provided.