Yup, San Marino is in that CIA list - and also in the UN. Jersey is counted as one country, and Alderney and Sark are included in with Guernsey. (And none of the "British Overseas Dependencies" are in the UN.)

But remember, this is the CIA, and everyone knows they get confused at times. For example the list of countries includes the Atlantic, Pacific and Indian and Arctic Oceans, though not the Mediterranean.

For all that it's a handy site to bookmark.