Denmark is the oldest country, because although the Nazis were there, the government wasn’t actually removed and the king remained highest authority. Otherwise Sweden goes back.
But both Denmark and Sweden acquired and lost territories: and if you go back far enough over the status of quite large parts of Europe, certainly, you’re talking about dynastic acquisitions to royal families, but with varying degrees of autonomous self-government, rather than parts of what we would think of as the territory of the country or nation of that royal family (say, Luxembourg, Norway, Iceland). So it’s highly debatable where you set your definitions.
I don’t think reorganizing the government is the same as changing the national identity (Does the US count as a new country every time we amend our constitution?). China and Finland both claim national histories in the 4-5 thousand year range. So does Korea, although the evidence is pretty slight. “Samaritan” is the oldest recognized nationality, although I don’t think it’s ever been a nation-state as such.
Please correct me if I’m wrong, but isn’t the modern Japanese emperor in the same situation as a modern European king or queen: a figurehead with little-to-no real power?
Yes, of course. But pre 1945, he was viewed as a God and had control over affairs of government to the degree he chose. He was allowed to keep his title for the sake of making the surrender and reorganization of Japan as easy as possible for the Japanese to accept.
IMHO, you can go back so long as the nation-state retains 75%-125% of its historic territory, has remained independent perpetually, and is still known by the same name (excluding any name changes reflecting a new form of government). Starting over with every change in government form is silly, because (for example) the UK is still the UK even though it is now a constitutional monarchy and before it was an absolute monarchy. The loss of Ireland is more than 25%, though, isn’t it?
Then presumably “the US” only goes back to 1948, when Hawaii became a state (based on this line of argument). But if we use my system we don’t have to worry about that.
Andorra was created in 988 and the present principality was founded in 1278. I guess that beats the USA.
How about Egyptian? Egypt has been a geopolitical entity for over four thousand years.
I think the OP specified been conquered or colonized so I would think the French or British occupation may preclude. Also I think they have had several violent Government changes.
Not to mention the Greek and Roman occupations.
That as well 
Well yes, but as the quote indicated I was responding to Horatio Hellpop’s assertion.
Apologies. I received it as an email and the quote wasn’t included. I should have checked.
No one has mentioned China yet. It seems some sort of political entity has occupied the same space since recorded history began.
Egypt has China beaten by 1000 years: 3150 BC vs c 2100 BC. Written records from China only date to 1500 BC - 1600 years after those of Egypt.
Egypt’s borders have been pretty variable. I don’t think China’s have (mostly because they are geographic).
China was conquered by Mongolians and Manchurians, had a violent revolution of three or four and dont qualify under OP criteria. 
I’ve always heard it was Ethiopia.
Prior to the surrender, he was seen as divine, rather than what Westerners would think of as a God.
He did not have unlimited powers under the Meiji Constitution and was charged with the duty to receive the advice of his subordinates. Now of course, his role is symbolic.
Allowing the Emperor to remain in the present form was necessary for the government to accept surrender.
I’d exclude Egypt, as its current Arab inhabitants aren’t directly descended from the Cleopatra-era Hellenic Egyptians, who weren’t directly descended from Tutankhamun-era Egyptians. They lack a continuity that the Chinese and Finns have.