The DXCC entity list the entities by the, for lack of a better word, main prefix.
The United States, for instance, is listed as "K", but we also ha W, N, WA, WB, etc..... that count for NA.
Those are ITU Allocations.http://www.ng3k.com
and click "dxcc" at the top of the page, then "all entities"
is a DXCC list, along with the ITU Allocations for each, but it does need updating, as it doesn't include Z8 for Republic of South Sudan. But it will give you a good idea.
Looking at your France example, TM6M, FA-FZ, HW-HY, TH, TK, TM, TO-TQ, TV-TX
are all allocations for France. And if you hear a TO--, it could be an island in the Caribbean, off the coast of Africa or in the Antarctic.
Other than the TO's, which pretty much have to be looked up every time, a good logging program will let you know where they are.
edit: link didn't work.