Sadly, almost every county in the world has had a war and those that have not have only avoided it by virtue of being too new to have started a fight... Arguably, even these countries will have been to war, albeit with a different name and different drawn borders.
Some countries are better than others than staying out of battle.
Switzerland
Switzerland is notoriously peaceful and did not fight in either WW1 or WW2, maintaining a neutral stance throughout. However, Switzerland did supply arms so no one can really say the country has been involved in war at all. There was also a civil war between protestants and catholics in 1847.
Nepal
The Nepalese are a very peaceful people who have been involved in few wars. One of these was the Gorkha War (1814- 1816, which is sometimes called the Anglo-Nepalese War.
