Some countries are a threat as possible sources of global risk. First of all we are talking about countries which have developed, but poorly controlled military programs, as well as the specific motivation that drives them to create a Doomsday weapon. Usually it is a country that is under threat of attack and total conquest, and in which the control system rests on a kind of irrational ideology.
The most striking example of such a global risk are the efforts of North Korea's to weaponize Avian Influenza (North Korea trying to weaponize bird flu http://www.worldnetdaily.com/news/article.asp?ARTICLE_ID=50093), which may lead to the creation of the virus capable of destroying most of Earth's population.
There is not really important, what is primary: an irrational ideology, increased secrecy, the excess of military research and the real threat of external aggression. Usually, all these causes go hand in hand.
The result is the appearance of conditions for creating the most exotic defenses. In addition, an excess of military scientists and equipment allows individual scientists to be, for example, bioterrorists. The high level of secrecy leads to the fact that the state as a whole does not know what they are doing in some labs.
In addition, these dangerous countries might be hiding under the guise of seemingly prosperous and democratic countries in their military-industrial complex. This list surely do not include poorest countries (Mali) and small rich countries (like Denmark) .
List of countries, like falling in this category:
Well known rogue-nations: S. Korea, Iran, Pakistan,
"superpower": China, Russia and the U.S..
Weak rogue nation: Burma, Syria and other poor countries.
In addition, a paranoid military program could be inside the outwardly prosperous countries: Japan, Taiwan, Switzerland.
This list does not include countries with a developed, but are rational and have controlled military program: Israel, Britain, France, etc. Also, the list do not include contries, which only buy weapons, like Saudi Arabia.
There is the idea of preemptive strikes against rogue countries which goal is regime change in all these countries, and through this create a safer world. This concept can be called "Rumsfeld Doctrine". Under this doctrine were conducted military operations in Afghanistan and especially in Iraq at the beginning of the XXI century. However, this doctrine has collapsed, as weapons of mass destruction has not been found in Iraq. A more powerful adversaries such as Iran and North Korea, were too strong for United States, and, moreover, they intensified the development of weapons of mass destruction.
The strike itself could provoke rogue nation to use weapons which are already created, for example, biological weapons. Or control over bioweapon will be lost during destruction of buildings, where they are stored. Furthermore, chaos can lead to attempts to sell such weapons.
However, the longer is delayed the decision of the problem, the more these countries will have time to enrich, to accumulate, to grow up.
My opinion is that at the current stage of history we should not attempt to bomb all potential rogue nations. But in principle it is a good thing that regime of Saddam Hussein was toppled, as it is unknown, what it now would do, if it still exist. We should wait near-singularity era, when one country through the development of nanotech, and / or AI will be in a situation to disarm as painlessly as possible their potential enemies, as it will be stronger than they in thousands times. Since the exponential acceleration of progress will lead to the fact that the gap between the strongest and laggards will continue to grow and advance on the usual 2-10 years will be equivalent to the advance in centuaries.