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.