Headcanon dictates that the US, as an awkward, fresh country barely old enough to own his own house, Canada, the ever-faithful young colony just trying to hold onto his own culture, and Mexico, the angry Aztec colony of New Spain who just wanted to be independent, all met as super awkward teenagers on their own because they share a landmass and had a gay old completely uncomfortable "are we our own continent yet? I hate Europe" time.

Bonus: Mexico is female
Bonus 2: All 3 are pubescent
Bonus 3: History!