Twitter has quietly expanded support for those in more countries who want to register their mobile devices for two-step authentication and alerts. Although it's unclear as to when the additional countries became supported and how many have been added, Neowin can confirm that The Netherlands, India, Pakistan and Romania are now supported.
After adding your mobile number, you will receive an SMS message with a confirmation code to activate the device, then you are able to activate "Send login verification requests to +yournumber" on the Security and privacy page. This is a recommended extra step to protect your account from hijacks and password hacks.
Some territories, however, including the aforementioned countries, still don't support Twitter over SMS yet but alerts are supported (by default, all are enabled) but can also be disabled per your preference. The page also allows you to set quiet hours preferences under the "Sleep settings" section.
With most social media related companies now offering two-step authentication in a multitude of ways, there really is no excuse not to protect your account from unauthorized access.
To check if your country is supported, visit this page and try authenticating your mobile number.