UN's official list of colonies

The United Nations and Decolonization - Committee of 24 - Non-Self-Governing Territories

Here is the official list of the 16 colonies as it appears on the UN's website. 

Puerto Rico is not on the list because the US asked the UN that she be taken off.  The US argued that the establishment of the "Estado Libre Asociado de Puerto Rico" qualified the island to be removed from this list.

The UN has realized later that Puerto Rico still is a colony, and is now considering putting her back on it after 58 years!