The .yu domain (Yugoslavia) disappears completely. Since Yugoslavia fell apart, it wasn’t possible anymore to register new .yu names but already existing .yu names were still supported.
However as from October 1st the .yu extension will disappear completely. This domain will no longer be supported. Since beginning 2008, people who own a .yu domain name were offered the possibility to switch this domain name to a .rs (Serbia) or .me (Montenegro) name.
It seems logic that when a country doesn’t exist anymore, it doesn’t have an own extension anymore. However, it isn’t always like that. Right now, it is still possible to register a .su name. The .su domain was the extension for the Sovjet Union. Even though this Union doesn’t exist anymore, you can still register .su names.