When I lived in Plano, TX, the street the next block over was Lonesome Trail, and I thought that was cool as hell. Damn, I had another one, but I forgot.
Well, lots cities in San Diego (another place I used to live) have funny names, though not cool or D&D-esk. La Mesa (The Table), El Cajon (The Box), I lived on Loma Alta Drive (High Hill), Tierra Santa (Holy Land, AFAICT), and others I'm surely forgetting. All those Spanish names crack me up. Rio Grande (Big River), El Centro (The Center), and so on.