This is obviously linked to politics and corruption but war has obvious ways of making countries poor. It kills the working population and destroys businesses and services. There is no-one left to do the work to get a country out of poverty and no schools and sytems to help educate a new work force.
Countries like Afghanistan have been at war throughout the living memory of all those people who live there. There is almost nothing left in the country. Although it is being helped to recover following the recent U.S. invasion there is still no real economy and a generation of people have grown up knowing nothing but war.