@UserNamesAreOverrated There are a handful of exceptions, but geographical regions that have link to nationality are almost always given without a definite article (i.e. Brittany, Bavaria, Jutland, etc) whereas those centered around a specific feature of geography tend to have one (i.e. the Ardennes [forest], the Danube [river basin], the Pyrenees [mountains], etc). 'The Baltics' is an example that seems to break the first rule, but is really just a plural construction referring to all the Baltic states together. 'The Ukraine,' on the other hand, is an actual rulebreaker you might have come across; since there's no single defining geographical feature to Ukraine, one should never add the article, but some people do anyway because it sounds kinda cool. Always slap people who do this, because grammar pedantry is a high virtue.
Of course, you probably knew some or all of this since you have a pretty good command of the language, but maybe parts of it were helpful.