This plugin hooks in the authenticate filter. By default, the plugin is set to allow all access and you can configure the plugin to allow the login only from some specified IPs or the specified countries.
PLEASE MAKE SURE THAT YOU CONFIGURE THE PLUGIN TO ALLOW YOUR OWN ACCESS.
If you set a restriction by IP, then you have to add your own IP (if you are using the plugin in a local setup the IP is 127.0.0.1 or ::1, this is added in your list by default).
If you set a restriction by country, then you have to select from the list of countries at least your country. Both types of restrictions work independently, so you can set only one type of restriction or both if you want.
You can download the free plugin from the WordPress repository.