Triple A Ratings

The US is no longer rated AAA. These are the countries left with AAA ratings, per S&P:

Australia
Austria
Canada
Denmark
Finland
France
Germany
Guernsey
Hong Kong
Isle of Man
Lichtenstein
Luxembourg
Netherlands
New Zealand
Norway
Singapore
Sweden
Switzerland
United Kingdom

5 states are AAA rated by Moody's: Maryland, New Mexico, South Carolina, Tennessee and Virginia. In addition there are about 300 US public agencies and local governments with AAA ratings, including these in Colorado: Colorado Housing and Finance Authority, City of Denver, El Paso County School District, and Jefferson County. There is one university with an AAA rating, the University of Washington. These are all likely to be down-graded to AA+.

The European Financial Stability Fund (EFSF) has been rated AAA.

How many companies are rated AAA? Only these:
Non-financial: Automatic Data Processing, Exxon Mobil, Johnson & Johnson and Microsoft
Insurance: NY Life, Northwestern Mutual Life, Teachers Insurance, USAA, and Knights of Columbus

There are no banks in the US that are rated AAA. The best banks in the US are: Bank of New York Mellon (AA-), JP Morgan Chase (A+), Wells Fargo (AA-), US Bankcorp (A+), and Northern Trust (AA-).

Globally there are only 5 banks in the world that are AAA rated by all the credit agencies as of Oct. 2010 (source):
KfW (Germany)
Caisse des Dépôts et Consignations (CDC)(France)
Bank Nederlandse Gemeenten (BNG) (Netherlands)
Zürcher Kantonalbank/Zurich Cantonal Bank (ZKB) (Switzerland)
Landwirtschaftliche Rentenbank (Germany)

Other banks that have an AAA rating from at least 1 agency are:
Rabobank Group (Netherlands)
Landeskreditbank Baden-Wuerttemberg - Foerderbank (Germany)
Nederlandse Waterschapsbank (Netherlands)
NRW.Bank (Germany)
Royal Bank of Canada (Canada)
Toronto-Dominion Bank (Canada)
Municipality Finance PLC (Finland)

These are the only other non-financial companies worldwide with AAA ratings:
Imperial Oil (Canada)
SMRT (Singapore)
Singapore Tech Engineering (Singapore)
MTR (Hong Kong)

Japan has no AAA companies, but has 4 which are AA rated: NT&T, NT&T Docomo, Takeda Pharmaceutical, and Canon.

So in conclusion, entities with AAA credit ratings form a very exclusive club.

Update (11/25/2011):  Guernsey, Isle of Man, and New Zealand are no longer AAA rated.
Update (8/7/12):  If you look at the Foreign Currency rating, the most important one, Austria and France are now longer AAA rated.  So to recap, the only AAA countries are:

Australia, Canada, Denmark, Finland, Germany, Hong Kong, Lichtenstein, Luxembourg, Netherlands, Norway, Singapore, Sweden, Switzerland, United Kingdom.

Only 4 of these are in the eurozone: Finland, Germany, Luxembourg, Netherlands.