I was reminded of this this afternoon, watching the Sabres play the Flames.
I grew up in Western NY, so interaction with Canadians was frequent. As a US person, I always pronounced the city name as CAL-gur-y. However, I have heard some people (mostly Canadians) pronounce it (cal-GAR-y).
I say 'mostly Canadians', because it seems most of the population of the US couldn't locate
Canada on a map, much less Calgary ("What state is that in?").