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As discussed here, names for the same city in different languages tend to be just variant pronunciations. By contrast, a country that is known by (even roughly) the same name in most languages is the exception rather than the rule. I have some theories about this, but no real facts.

Theory 1: Country names often incorporate common nouns, city names more rarely. For example, it's easy enough to translate "Great Britain" into "Grande-Bretagne", or "United States" into "Estados Unidos", but what can you do with "London" or "Chicago". This theory would explain why New York is often called "Nueva York" in Spanish, but leaves Germany rather mysterious. Also, I've noticed that Spanish-language names for American cities are never translated. Los Angeles isn't called "Les Anges" or "die Engel". San Francisco has a Chinese name but it's 旧金山, Jiùjīnshān, meaning "Old Gold Hill", not 亞西西的方濟各 (Yàxixī de fāngjìgè -- Francis of Assisi) which would be the literal translation.

Theory 2: City names, and cities, are stable, whereas countries, their borders, and their names are more fluid. Damascus and Rome have existed for most of recorded history; Syria and Italy are fairly modern inventions. When a country flickers in an out of existence, its name may survive in other languages and be (inconsistently) applied to a successor country. This theory would explain Germany, but it certainly doesn't explain Syria and Italy, which seem to be called pretty much the same thing by everybody.

Theory 3: Country names are changed for purely political reasons, and those reasons may not be respected by other countries. This would explain Burma and the Koreas, but nowhere else that comes to mind. It also raises the question of why, when city names are changed for political reasons (St Petersburg, Gdansk), those changes are tracked, fairly assiduously, even by countries that disagree with the underlying politics.

These theories are all post hoc and none of them explain China or Egypt. The hypothesis might not even be true but just a symptom of my patchy knowledge of the subject. Any suggestions or links to scholarship on the subject are welcomed.

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    City names are, too, localized: for example, Bratislava, Pozsony, and Pressburg all refer to the same place. – Marthaª Jun 4 '11 at 18:19
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    Also, how is this about English language & usage? – Marthaª Jun 4 '11 at 18:21
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    One observation - in the US, we do (sometimes!) translate the names of our own cities with foreign names; sadly, we don't always get it right. Philadelphia is often, ironically or not, called "the City of Brotherly Love"; Los Angeles, where I live, is often called "the City of Angels" - even though "Los Angeles" is a severe shortening of "El Pueblo de la Reina de Los Angeles", and the translation should actually be "the City of the Queen of the Angels". – MT_Head Jun 4 '11 at 23:15
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    City names are localized. What the world knows as 'Bangkok' is actually called Krung Thep Maha Nakhon in Thailand. The full name is Krung Thep Mahanakhon Amon Rattanakosin Mahinthara Yuthaya Mahadilok Phop Noppharat Ratchathani Burirom Udomratchaniwet Mahasathan Amon Phiman Awatan Sathit Sakkathattiya Witsanukam Prasit. Nothing like Bangkok at all. – boehj Jun 5 '11 at 10:50
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    There is a whole Wikipedia page on names of European cities in different languages. It goes from A-Z; Aachen/Aix-la-Chapelle/Aquisgrán to Zvolen/Altsohl. I don't think that country names are that much more localized than city names. – Peter Shor Jun 5 '11 at 12:55
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I think this question starts from a false premise. Both country names and city names are sometimes translated, sometimes not. I am no expert in this matter, and I won't offer a tentative explanation as when or why this happens. But from my standpoint it's easy to observe that plenty of city names (as well as country names) change depending on what language you are speaking. A couple of examples off the top of my head:

  • Antwerp / Antwerpen / Anvers / Amberes
  • The Hague / Den Haag / 's-Gravenhage / La Haya

So I wouldn't attempt to explain why country names and city names behave differently. I don't think they do.

  • The Antwerp examples are all variant pronunciations; the Hague ones are translations, à la "Nuevo York". If I get the energy up today, I'll do an analytical survey and get back to you. – Malvolio Jun 4 '11 at 21:09
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    @Malvolio: Well, so are "variant pronunciations" France / Frankrig / Frankreich / Francia; or Spain / Spanien / Spagna / España. I'd be interested in an analytical survey, indeed. Thanks. – CesarGon Jun 5 '11 at 12:31
  • They're all just variant pronunciations. PS Munich/Monaco must be one of the most confusing! – Fattie Aug 12 '14 at 12:27
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Generally speaking, the oldest, most famous names are localised, the less well known ones and more recent ones are transliterated. Countries are generally much more famous than cities, and smaller cities (or countries) that are never talked about have no need for any name, whether close to the original or not.

Some places have changed their official name, e.g. Côte d'Ivoire has requested that the name "Ivory Coast" and other translations no longer be used in all languages: "Côte d'Ivoire" is the only name acceptable to them.

Australia and Australian cities are almost the same in other languages because of the short history of European settlement (since 1788). Nobody calls the western half of Australia "New Holland", the eastern half of Australia "New South Wales" (now a much smaller state), or Tasmania "Van Diemen's Land" any more.

In French "London" is "Londres", although most French places are spelt the same in English. Some exceptions: both Lyon and Marseille have alternate spellings with an "-s" appended, i.e. "Lyon", "Lyons", "Marseille", and "Marseilles" are all valid English spellings. French Bretagne is called Brittany in English, and Bourgogne is called Burgundy. The former Haute-Normandie and Basse-Normandie were translated to Upper Normandy and Lower Normandy.

Glasgow is Glesga in Scots and Glaschu (pronounced something like "Klasahhu") in Scottish Gaelic. "Wales" (Cymru) is a toponym for "land of foreigners", as are many English place names starting with "Wal-" (e.g. Wallonia, Wallachia and Valais).

In the past, people didn't respect one another's cultures as much as today. This means that nicknames and sloppy translations were acceptable as the proper names for places. Nowadays, in our much more politically correct environment, any new names that are offensive get protested against until they're changed. It's only the old, offensive names where the offence has been long forgotten that remain.

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    I bet they also require a curly apostrophe in Côte d’Ivoire instead of the heretical uncurled version, Côte d'Ivoire. :) – tchrist Aug 12 '18 at 0:38
  • @sumelic Don't all the French regions have funny English spellings, like how Bretagne gets spelled Britanny, or how Bourgogne gets spelled Burgundy? Guess that just goes to show you that the English have always been bad spellers. :) – tchrist Aug 12 '18 at 4:23
  • @tchrist Thanks for the examples! I'll edit, then delete this comment. – CJ Dennis Aug 12 '18 at 4:25
  • This does not explain why the English names of Albania, Hungary, and Finland, are altogether different from their endonyms, even though these countries have traditionally been much less on the minds of English speakers than, say, France or Italy. – jsw29 Aug 12 '18 at 16:58
  • @jsw29 Hungary is named after the Huns, even though the Hungarians are not related, i.e. it's a nickname. I don't know the history of Albania and Finland off the top of my head. The OP's question is more about cities than countries. – CJ Dennis Aug 12 '18 at 21:34
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An awesome question. In my opinion the origin of the custom dates back to times where, countries were, like you yourself said, less stable.

For example I am from Estonia. In our native language, it is called Eesti. Our neighboring country Finland, calls Estonia Viro because, before there was Estonia, before Estonia was under Danes, Germans and Russians. The people in the most northern part of Estonia, right next to Finland called theirselves Viru people.

Latvians call Estonia Igaunija for the exact same reason, the southern part of Estonia was historically (~1200) called Ugaunia (estonian) and Ugaunia (latin).

As for cities, I kind of disagree with you. Some cities really aren't that stable, they rise and fall, they get conquered and renamed by the new leader. Of course the big ones we know and their names aren't forgotten in times. But small ones get important and unimportant all the time. So the second biggest city in Estonia Tartu has had many names in the last 1000 years - Tartu, Tarbatu, Dorpat, Dorpt, Derpt, Jurjev.

So I think that the famous city names are just that famous that the names become a natural part of our languages and the small ones are just that insignificant that people all over the world don't bother translating.

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Some city names are certainly localized - compare "Moscow" and native "Moskva", Jerusalem and native "Yirushalayim", etc. But to localize all city names would be too much trouble, so I guess only the names of the cities that are very prominent and frequently used get such treatment.

Also probably the ones that were known for a long time, since in the past the exposure of different cultures and language environments to each other was much less frequent and deep, so it was easier to adopt "wrong" localization of the city name. E.g., if you don't have too many Russians around, difference between "Moscow" and "Moskva" is not obvious, and the former is easier to pronounce, so it becomes the custom one.

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