In a regular expression, | means OR.
library(stringr)
library(dplyr)
DF <- data.frame(Country = c("Austria", "Cambodia", "Congo", "Mexico", "Nepal"))
DF
#> Country
#> 1 Austria
#> 2 Cambodia
#> 3 Congo
#> 4 Mexico
#> 5 Nepal
DF <- DF %>%
filter(str_detect(Country, "Mexico|Cambodia", negate = TRUE))
DF
#> Country
#> 1 Austria
#> 2 Congo
#> 3 Nepal
Created on 2020-06-15 by the reprex package (v0.3.0)