Should you include your collaborations in your CV? Should you create a section listing your research collaborations in your CV?

If yes, should you name of collaborators (who might not be known to the audience) or list the institutions and their countries with which you have collaborated?
For the main question, you may to include the list of collaborations in your CV. Although it could be inferred from your publications, not all collaborations have the need to be published, especially in the case of classified projects such as the ones funded by your nation's defense research department. 

From the arguments from the comments, it is clear that co-authors are considered to be collaborators. In some cases, all of your co-authors may not hold considerable contribution and certain collaborators you wish to show are not in the list of co-authors of your papers. Hence, you may include a Major Collaborators list in your CV and cover those whom you think are important collaborators you have worked with.