The only country I know of that definitely has chess as a compulsory subject on its national curriculum is Armenia. Are there any others? I think Paraguay may be one.
Please take "national curriculum" to mean the curriculum that is legally obligatory to be taught in all state schools. Thus England and Wales have a national curriculum, even though there is no obligation for it to be taught either in private schools (attended by about 7% of children) or by home educators.
Quite a bit of chess is taught in Danish, Swedish, and Hungarian schools, but as far as I am aware (and I may be wrong) it is not actually a compulsory subject in any of those countries. I thought it used to be a compulsory subject in the USSR but couldn't find confirmation.