use Sort::Key::Top 'rnkeytopsort';

my %countries;
while( <DATA> ) {
  my( $country ) = m/:([^:]{2}):/;
  push @{$countries{$country}}, $_;
}

print
  map {
    rnkeytopsort { /^(\d+):/; $1; } 4 => @{$countries{$_}}
  } keys %countries;

__DATA__
20470:ZM:Samfya:Africa
20149:ZM:Sesheke:Africa
18638:ZM:Siavonga:Africa
26459:ZW:Beitbridge:Africa
37423:ZW:Bindura:Africa
699385:ZW:Bulawayo:Africa
47294:ZW:Chegutu:Africa
61739:ZW:Chinhoyi:Africa
18860:ZW:Chipinge:Africa
28205:ZW:Chiredzi:Africa

##</code><code>##

print do {
  my($c,$n) = ('',0);
  map  { $_->[0] }
  grep { ($c,$n) = ($_->[2],0) if $_->[2] ne $c; $n++ < 4 }
  sort { $a->[2] cmp $b->[2] || $b->[1] <=> $a->[1] }
  map  { [ $_, /^(\d+):([^:]{2}):/ ] } <DATA>;
};

__DATA__
20470:ZM:Samfya:Africa
20149:ZM:Sesheke:Africa
18638:ZM:Siavonga:Africa
26459:ZW:Beitbridge:Africa
37423:ZW:Bindura:Africa
699385:ZW:Bulawayo:Africa
47294:ZW:Chegutu:Africa
61739:ZW:Chinhoyi:Africa
18860:ZW:Chipinge:Africa
28205:ZW:Chiredzi:Africa