Russia? Obviously Volga Bulgaria, but neither the Russians nor the Finnic tribes surrounding the Volga Bulgars converted. Although the story goes the Russians didn't convert to Islam because of their love of alcohol, in reality there were political reasons for why Russia didn't convert to Islam.
Islam was expanding in Africa into the 20th century. The colonial era seems to have consolidated the gains Islam made politically in the centuries before in animist lands in the form of religious conversion, in no part thanks to the fact that the French and British colonialists were effectively helping the spread of Islam though their policies. If I recall my readings, Islam possibly did better than Christianity during the colonial era in terms of conversion. For the Arabs in particularly, I'm not sure how much better the Arabs could do. They seem to have assimilated the populace to some degree in another as far as Chad and northern Sudan. Could they assimilate the Fulani (or another group originally in nowadays Senagal) or Somali? I don't know. I doubt they'd do any better elsewhere amongst the peoples of nowadays South Sudan, North Nigeria, Mali, etc.