A Heise article I just read gave a plausible reason why Serbia and Montenegro kept on using the Internet ccTLD .yu: the ccTLD corresponding to their ISO 3166 code, .cs, had belonged to Czechoslovakia not long before, and they feared confusion in DNS and databases (and apparently there were even "diplomatical protests").
Anyway, that's probably academic now that they're two separate countries, each with their own ccTLD.
