Quick search brought back this - happy to view other stats, these guys seem to have taken their info (at least some of it) from Amnesty International.

Countries that have the Death Penalty:

• Afghanistan
• Antigua and Barbuda
• Bahamas
• Bahrain
• Bangladesh
• Barbados
• Belarus
• Belize
• Botswana
• Burundi
• Cameroon
• Chad
• China (People's Republic)
• Comoros
• Congo (Democratic Republic)
• Cuba
• Dominica
• Egypt
• Equatorial Guinea
• Eritrea
• Ethiopia
• Gabon
• Ghana
• Guatemala
• Guinea
• Guyana
• India
• Indonesia
• Iran
• Iraq
• Jamaica
• Japan
• Jordan
• Korea, North
• Korea, South
• Kuwait
• Laos
• Lebanon
• Lesotho
• Libya
• Malawi
• Malaysia
• Mongolia
• Nigeria
• Oman
• Pakistan
• Palestinian Authority
• Qatar
• St. Kitts and Nevis
• St. Lucia
• St. Vincent and the Grenadines
• Saudi Arabia
• Sierra Leone
• Singapore
• Somalia
• Sudan
• Swaziland
• Syria
• Taiwan
• Tajikistan
• Tanzania
• Thailand
• Trinidad and Tobago
• Uganda
• United Arab Emirates
• United States
• Vietnam
• Yemen
• Zambia
• Zimbabwe

from: The Death Penalty Worldwide — Infoplease.com

Please point out the numerous first world nations in that list. Me? I'm seeing the USA, Japan and a bunch of what could be classed as 2nd and 3rd world countries (using your terminology), except maybe Singapore, India and Pakistan. Though I would consider the latter two to be still 'developing' nations to some degree.