"Third World" referred to countries that remained non-aligned with either NATO or a grouping of states aligned with who? 
Third World: According to "Online Etymology Dictionary" the term Third World was formulated in 1952 by French economic historian Alfred Sauvy to mean countries that were neither part of the West nor of the Iron Curtain. Third World:  Thus the term originally had a political meaning as it arose during the Cold War to define countries that remained non-aligned with either NATO or the Communist Bloc. Eastern Bloc: The Eastern Bloc was the group of socialist states of Central and Eastern Europe, generally the Soviet Union and the countries of the Warsaw Pact.
Soviet Union