Is there a list of countries (or universities) showing which prefer direct communication with referee? My students often request letters of reference from me. Sometimes to attend graduate school in the UK, Germany, Switzerland, and sometimes in countries not internationally known for their education system.

Quite often the student says the university wants them to enclose the letters of recommendation and clearly some universities do not want the student to be involved in that communication process.

My question is, how do I know when I am writing a letter to a specific university if they prefer the student to submit the letter or if they prefer me to communicate directly with the school? I could check with each school as I write the letter but that seems like a lot of work which need not be repeated for each letter-writer.
Well, many good answers are already included in the comment section, but Let my try to summarize and extend this a bit:
First of all, there are good reasons for not involving the student (you can be more honest, the student can not pre-select). To my knowledge, ther eare at least three different submission types:

Student sends in recommendation which is written openly
Students has to submit letter of recommendation, but it must be enclosed in a sealed envelope
letter of recommendation has to be sent directly.

The chosen method might not only depend on the institution, but also on the funding scheme if the student gets financial support. The sheer number of possible combinations, combined with funding schemes which might vary from year to year makes the existence of a complete list extremely unlikely.
I would suggest to  follow the advice given by Stephan Kolassa to let the student figure out how the process works. It might be good to tell the student that if there are several options, you would prefer to send in the letter directly.