I have basically two groups of input fields, the one for the current user location and the other for his original place. So I put two labels: "The country you live in" and "The country you come from".
I would go with:
Country of residence: _____________
Country of birth: _____________
Putting "Country" first makes it obvious what kind of information should go in the field, and the words "of residence" and "of birth" are commonly used in forms.
I prefer "of birth" to "of origin", since "origin" can be misinterpreted. If someone was born in China, moved to Chile, and then moved to Canada before filling out this form, they may be tempted to answer "Chile" for country of origin, since that was the most recent country in which they lived. Using "Country of birth" makes it quite explicit.
Note:
The language used to label form fields is not usually made up of complete sentences. A full sentence might look like:
In which country do you currently live? ______________
In which country were you born? ______________
But this can make your forms unnecessarily cluttered. When someone is filling out a form, they are attempting to recall distinct, individual blurbs of information, and they are (most likely) intent on getting this boring task done as quickly as possible. A user in that frame of mind does not want to read an entire essay just to figure out what they should enter into a given field. For that reason, form labels should be succinct and to the point, and should avoid being vague in any way.
edit in response to a new comment:
I have both short label before the textbox and the elaborated comment next to it. No problem writing the short version, it's the long one that gets me confused
If it is the long version (the comment) you are trying to decide on, I would go with the full sentence options that I described above. They would make terrible short form labels, but they would work quite well as comments or as roll-over tool tips.
An alternative instruction-style format would be:
Enter the name of the country in which you currently live
Enter the name of the country in which you were born