Originally Posted by
ajax
Whereas in the US, Australia and New Zealand (just to name a few), we just keep the native name. A few examples off the top of my head: Massachusetts, Connecticut, Ohio, Illinois, Mississippi, Tennessee, Missouri, Minnesota, Iowa, Oklahoma, Idaho, Utah and Oregon.

And the language nerd part of me would love to know just how close some of those are to the original pronunciation. Alas, job schedules and little girl consume my time.
As for the US: I think Oconomowoc, WI has one of the coolest names.