There are currently 36 countries in SEPA including countries which don’t have Euro as their local currency (yet). 

SEPA countries are all 28 members of the EU (including the French overseas departments, Spanish Canary Islands, Ceute and Melilla, the Portuguese islands Azores and Madeira) as well as Switzerland, Monaco, San Marino, Jersey, Guernsey, the Isle of Man, Iceland, Liechtenstein, Norway, Gibraltar, Saint-Pierre and Miquelon.

Not part of SEPA are the Danish Faroe islands and Greenland, Kosovo, Montenegro, Andorra and Vatican City State.