These four countries and Taiwan do not have official diplomatic relations with (nor an embassy in) the United States.
Bhutan
According to the Unites States Department of State, "The United States and the Kingdom of Bhutan have not established formal diplomatic relations; however, the two governments have informal and cordial relations." However, informal contact is maintained through the U.S. Embassy in New Delhi to the mountainous country of Bhutan.
Cuba
Although the island country of Cuba is a close neighbor to the United States, the U.S. only interacts with Cuba via a U.S. Interests office at the Swiss Embassy in Havana and Washington D.C. The U.S. broke diplomatic relations with Cuba on January 3, 1961
Iran
On April 7, 1980, the United States broke diplomatic relations with theocratic Iran, and on April 24, 1981, the Swiss Government assumed representation of U.S. interests in Tehran. Iranian interests in the United States are represented by the Government of Pakistan.
North Korea
The communist dictatorship of North Korea is not on friendly terms with the U.S. and while talks between the two countries are ongoing, there is no exchange of ambassadors.
Taiwan
Taiwan is not recognized as an independent country by the U.S. since the island nation claimed by the mainland People's Republic of China. Unofficial commercial and cultural relations between Taiwan and the United States are maintained through an unofficial instrumentality, the Taipei Economic and Cultural Representative Office, with headquarters in Taipei and field offices in Washington D.C. and 12 other U.S. cities.