What country does the movie Annie come from?

Assuming you meant

• country (sovereign state or former sovereign state whose territory is still internationally recognised as a political or cultural entity) and Annie, the 1982 movie directed by John Huston and Robert Zemeckis

Did you mean?

• sovereign state (a state which is not under the control of any higher level state regardless of the level of international recognition) and Annie, the 1982 American musical film directed by John Huston and choreographed by Arlene Phillips
• country (sovereign state or former sovereign state whose territory is still internationally recognised as a political or cultural entity) and Annie, the 1999 made-for-television film from The Wonderful World of Disney based on the 1977 stage musical Annie and its 1982 film adaptation, which themselves, the based on the Little Orphan Annie comic strip by Harold Gray
• sovereign state (a state which is not under the control of any higher level state regardless of the level of international recognition) and Annie, the 1999 American made-for-television musical-comedy film from The Wonderful World of Disney, based on the 1977 stage musical Annie and its 1982 film adaptation, which themselves
• country (sovereign state or former sovereign state whose territory is still internationally recognised as a political or cultural entity) and Annie 2: A Royal Adventure! (1995), the TV sequel to Annie (1982), sovereign state (a state which is not under the control of any higher level state regardless of the level of international recognition) and Annie: A Royal Adventure!, the TV sequel to Annie (1982)
• sovereign state recognised by the United Nations and Annie: A Royal Adventure!, the TV sequel to Annie (1982)