Wales is a minor character who, so far, exists primarily for the running gag that is the romance between himself and New Zealand. He is related to England, Scotland, America, Australia, Canada, and New Zealand, though the details of their relationships are never specified (as Humon is still trying to figure it out herself).. Not much is known about his personality, but he takes a slightly old-fashioned approach to his relationship with New Zealand, offering her a gold ring and getting embarrassed when he accidentally walked in on her "naked" (sheared). He is very commited to said relationship, and he and New Zealand are very affectionate to one another. Despite his mild manners, he will fight like a tiger to protect children if they are in danger.
Scandinavia: Sister Sweden knew of Wales' sheep fetish, and she ended up setting the relationship between Wales and New Zealand while trying to help her brother find a dinner partner for the ewe. Sweden is quite disturbed by their relationship, but probably since his romance with Åland isn't universally loved either he isn't shown to make his feelings known.
Family: So far Wales hasn't been shown arguing with England, unlike his fellow Briton Scotland. From this, it could be guessed that he is content or even happy in the UK, and has a good relationship with his neighbours.
The World: Wales and New Zealand are boyfriend and girl/ewefriend. They may have gotten together for a stereotypical joke about Welsh "sheep shaggers," but they are arguably the most committed couple in the series--after all, they are the only pair to be seen so far to have a child (New South Wales) and still be together! However, since New South Wales is an Australian state is seems strange the couple don't appear to be looking after their own lamb. This could be because she was born out of wedlock, and if Wales is indeed old-fashioned with his relationships he would be ashamed of this and perhaps have given his daughter away. Another possibility is that New Zealand simply lets her play at the neighbor's house as much as she wants.