The preposition of is used in many ways--and not only in
possessive expressions. One use is in showing a connection
or relationship:

the legs of the table

the front door of the house

by the side of the road

the back of my hand

the father of the bride

the President of the U.S.

the back of the room

the collar of his shirt

the color of her eyes

the fragrance of roses

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A related use is with governmental terms:

the United States of America

the Republic of Korea

the Sultanate of Oman

the Kingdom of Saudi Arabia

the Grand Duchy of Luxembourg

the Principality of Monaco

the Dominion of Canada

the Commonwealth of Massachusetts

the State of Arizona

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Next: more ways to use of