Let's see... I don't think anyone's mentioned Y in France. That's just peculiar.
Nullarbor, Australia - it sounds like an aboriginal word (to foreigners like me who don't know much about aboriginal languages), but is actually Latin for 'no trees'. I think it's the most beautifully suitable name in the world.
Consulting Bill Bryson's etymological masterpiece Made In America, I find the following (amongst many others, many of which are unsuitable for the grandmother):
Who'd A Thought It, Alabama
Eek, Alaska
Hell-out-for-Noon City, Zyzx Springs, California
East Due West, South Carolina
Dead Bastard Peak, Wyoming (one of the tamer ones, trust me)
Apparently, many of the more exotic names were changed after the explorers, prospectors, post office officials or train passengers who named them got company... it would have been confusing to keep all those mountains named after breasts, anyway.
And browsing through The Times Atlas the other day, I noticed that New Jersey is filled with eggs. Little Egg Inlet, Great Egg Harbour Inlet, Egg Harbour City (small and 10km (and 2 towns) from the nearest ocean), and the lonely Egg Island Point (which has no discernible island anywhere nearby). They're all over the place, up to a hundred kilometers apart. It just sounds... odd.
There's a Townsville in Pennsylvania and another in Queensland. I've always translated '-ville' as meaning 'town'. It's another nicely tautological name...
Finally, of course, some hundreds of years ago a mapmaker got confused and named a teardrop-shaped continent after a man who wasn't even on the first expedition to get there, and when he did set sail in that direction he wasn't in charge. The man was Amerigo Vespucci. The continent was America, now called South America because they couldn't find a good name for the northern bit and spread it around a little. If you think of yourself as American, be aware that the word is one big accident...