I think that, if the Moon and Mars, as two examples, were settled permanantly by humans, they would eventually form their own governments. I can see
it now: The Luna Republic.

Also, Mars, being an entire planet, would end up forming its own set of countries, just like Earth has.

I think this
would result because settling anything outside of Earth would be an international effort; and naturally, once these planets and moons were
self-sufficient, they would want their independence... The technology and locations may change, but human nature will remain the same!