You could probably use any Wordpress theme that had a design and feel you like. I would use a good events plugin such as Calendarize It. That plugin makes it easy to set up a nice calendar of events. You can make specific calendars for each country, category and city. They could view them all on one calendar or filter down to specific locations. You could even enter the venue information for the events as well. It's a pretty decent plugin. You can see an example of it working here: http://tvqma.org/schedule
If you do a search for event themes or event map, you get a good number of results.
Here are a few I found:
Directory - https://templatic.com/app-themes/directory-theme
Eventum - https://templatic.com/app-themes/eventum-event-directory-theme
Event Guide - https://www.ait-themes.club/wordpress-themes/event-guide/
There are also plugins that provide this functionality, but if you go that route, be sure to check with the theme provider for compatibility.
I'd look more for a plugin and less for a theme.
I've been using The Events Calendar for many years and we've included it in both custom development projects as well as stock templates we've built and marketed.
It is a very good plugin that includes both free and paid versions.