My heavens, how could anyone talk about odd place names in Alberta without mentioning Head Smashed-In Buffalo Jump, Alberta.
It isn't actually a town, per se. But the name of the site can't be beat. (It's a UNESCO World Heritage Site, for what it's worth.)
At the other end of the country Newfoundland is very rich in interesting town names.
Take a Gander at these:
Come-By-Chance...
which, if you aren't careful, can lead you to...
Conception.
But if you want to avoid the hassle just stick with...
Dildo.
If you don't believe me you can...
Blow Me Down.
Cheers.
Er, cheers. That isn't a place name that I know of.