[felgall]

In modern browsers that support the Array filter method you could use:

names = ["AFGHANISTAN", "ALGERIA", "ARGENTINA", "BANGLADESH", "BRAZIL", "BURMA",
 "CANADA", "CHINA", "COLUMBIA", "CONGO", "EGYPT", "ETHIOPIA", "FRANCE",
 "GERMANY", "GHANA", "INDIA", "INDONESIA", "IRAN", "IRAQ", "ITALY",
 "JAPAN", "KENYA", "MALAYSIA", "MEXICO", "MOROCCO", "NEPAL", "NIGERIA",
 "NORTHKOREA", "PAKISTAN", "PERU", "PHILIPPINES", "POLAND", "RUSSIA",
 "SAUDIARABIA", "SOUTHAFRICA", "SOUTHKOREA", "SPAIN", "SUDAN", "TAIWAN",
 "TANZANIA", "THAILAND", "TURKEY", "UGANDA", "UKRAINE", "UNITEDKINGDOM",
 "UNITEDSTATES", "UZBEKISTAN", "VENEZUELA", "VIETNAM", "YEMEN"];

 function filterByLetter(originalList, letter){
 return originalList.filter(function(x) {return x.indexOf(letter)===-1;});
 }

alert(filterByLetter(names,'Y'));

see https://developer.mozilla.org/en-US/...s/Array/filter for details of this call and also for code you can add to implement it for older browsers that would not otherwise support it.