Oh, sorry. When referring to wars, 'the war' usually refers to 'World War II' when you use it outside of America, hence my confusion.

EDIT: In response to Bunny: The land that the US covers was last conquered in the 1600/1700's, I would imagine, around the time that the Europeans colonised it. If you mean the country/nation, then The United Kingdom of Great Britain and Northern Ireland has also never been conquered. Not that I care either way, as I'm a New Zealander.