1) The Arctic Circle passes through the continents of North America, Europe, and Asia, using the commonly-taught 7-continent model. But since Europe and Asia are really a single landmass divided into two continents politically rather than geographically, some consider that Europe and Asia together comprise one continent called Eurasia. Under that model, the Arctic Circle passes through two continents, North America and Eurasia.
2) Bermuda is a part of the United Kingdom.
3) The continents are: Africa, Asia, and Australia.
4) Mexico borders two countries. The countries are the United States of North America and central America.