Doesn't block

Same here. Wordfence still reports attempts from outside the country, although not nearly as many. Here’s the latest:

A user with IP address 91.200.12.138 has been locked out from the signing in or using the password recovery form for the following reason: Exceeded the maximum number of login failures which is: 5. The last username they tried to sign in with was: ”
User IP: 91.200.12.138
User hostname: seo7.heilink.com
User location: Kiev, Ukraine

Same problem here also. Wordfence reports several failed logins from many foreign countries even though local IP database is uploaded, backup external IP is set and all foreign countries are blocked.

Plugin does not seem to work at all. Wordfence live traffic login and logouts reports this still after activation of Admin Block Country plugin:

Dipolog City, Philippines attempted a failed login as “****”.
IP: 119.93.151.186 [block]
Hostname: 119.93.151.186
26.9.2015 16.51.19 (42 minutes ago)

Italy Rome, Italy attempted a failed login as “****”.
IP: 93.41.179.181 [block]
Hostname: 93-41-179-181.ip82.fastwebnet.it
26.9.2015 15.40.52 (1 hour 53 mins ago)

Egypt Giza, Egypt attempted a failed login as “****”.
IP: 41.34.65.172 [block]
Hostname: host-41.34.65.172.tedata.net
26.9.2015 15.35.33 (1 hour 58 mins ago)

Turkey Ankara, Turkey attempted a failed login as “****”.
IP: 212.174.149.234 [block]
Hostname: 212.174.149.234.dynamic.ttnet.com.tr
26.9.2015 15.31.49 (2 hours 2 mins ago)

Serbia Belgrade, Serbia attempted a failed login as “****”.
IP: 178.222.170.95 [block]
Hostname: 178-222-170-95.dynamic.isp.telekom.rs
26.9.2015 14.32.22 (3 hours 1 min ago)

Argentina Ezpeleta, Argentina attempted a failed login as “****”.
IP: 186.137.130.207 [block]
Hostname: 207-130-137-186.fibertel.com.ar
26.9.2015 14.02.15 (3 hours 31 mins ago)