List the provinces that were part of the Roman Empire under Octavian Augustus.

We are talking about the turn of the 1st century AD and the 1st century BC. This emperor died in AD 14. In those years, the following provinces were part of the Roman Empire:
Gaul Belgica, Gaul of Lugdun, Gaul Aquitaine, Narbonne Gaul, Tarracona Spain, Betica (south of modern Spain), Lusitania, Sardinia and Corsica (both islands – one policy), Africa (modern Tunisia and north of Libya), Egypt, Judia, Syria, Cilicia, Cyprus, Galatia, Pontus and Bithynia (north of modern Turkey), Asia, Achaea (south of Greece), Macedonia, Moesia (modern Bulgaria), Dalmatia, Pannonia, Norik (now Austria and Slovenia), Italy, Rezia (now – Switzerland), Sicily, Crete and Cyrenaica.