Which of these countries was not invaded by Germany in 1940?

Austria was not invaded by Germany in WW-II! Austria joined Germany in 1938 to form Greater Germany. In fact the formation of resulting Greater Germany had been a dream for almost a century and there had been slight resistance in the beginning only. Later Austrians were quite "happy" about being part of Greater Germany and several Austrians made an impressive nazi career. Although Austrians had just a minor percentage of the total German population, the amount of them in the SS was higher.

1940: German Invasion of Denmark and Norway (also involved combat against intervening British and French forces in Norway). Germany occupied Denmark and Norway until the end of the war in May, 1945.

1940: German Invasion of Netherlands, Belgium, Luxembourg, and France (also involved combat against the British Expeditionary Force in France). Germany occupied most of the so-called Low Countries until Allied forces sweeping up from France after D-Day drove out the Germans. Most of Belgium was liberated by the end of 1944.  Large areas of the Netherlands were still under German occupation when the war ended in May, 1945.