Here is the best list I could piece together of nations that walked out when Mahmoud Ahmadinejad started spouting about the Holocaust.
And here's the video:
  
- Australia
 - Austria
 - Belgium
 - Bulgaria
 - Canada (boycotted the speech)
 - Cyprus
 - Czech Republic
 - Denmark
 - Estonia
 - Finland
 - France
 - Germany
 - Greece
 - Hungary
 - Ireland
 - Israel (boycotted the speech)
 - Italy
 - Latvia
 - Liechtenstein
 - Lithuania
 - Luxembourg
 - Macedonia
 - Malta
 - Monaco
 - Netherlands
 - New Zealand
 - Poland
 - Portugal
 - Romania
 - San Marino
 - Slovakia
 - Slovenia
 - Somalia
 - Spain
 - Sweden
 - United Kingdom
 - United States
 
And here's the video: