Perhaps not odd names, but certainly odd pronunciations. A few town from Southern IL, and SE MO.
Advance- accent on the first syllable AD-vance
Vienna- long I, accent on first syllable VIE-anna
New Madrid - accent on first syllable - New MAD-drid
Cairo - said with a long A - CAY-row
Well, in MO, don't forget:
Versailles - Vuhr-sails
Gravois Mills - Grav-oys Mills
My sister lived there for a long time, but the first time she asked someone how to get to Vuhr-sigh (i.e the French pronunciation), she didn't get far with the store clerk until the clerk realized she was trying to get to Vuhr-sails.