The Friday File: Since the first World Cup in 1930, eight nations have won. Brazil is the only nation to have competed in all 21 World Cups (no competitions were in 1942 and 1946) and has won five. The best U.S. showing, third place in 1930 in Uruguay. Pele has won the most times, three. The Netherlands is the best team to have never won with five top four finishes.