The Czech Republic and Slovakia 1993
- though you could say that Montenegro was the most recent independent country separating from Serbia on 3 June 2006.
But maybe your teacher is thinking back further to Germany in 1871 and Italy in the 1860's. These were the last two major modern nations to be formed in Western Europe.
It depends on the context of the question and what the teacher is aiming for in class. What time period are you covering?