The Netherlands, as well as some places within it such as The Hague are generally by 'the'. Why is that the case when other countries in close proximity are not, such as Belgium.
Just to clarify, "Holland" is a region (formerly a province, now divided into two provinces, North Holland and South Holland) inside the country "the Netherlands". There have been a few posts asking about the usage of Holland vs the Netherlands, and why "the" Netherlands, but there haven't been any answers yet which have been up to standard. Hopefully your post will inspire someone!
As for "the Hague", there was a good post featuring /u/idjet here