There are city names in United Kingdom like "Stratford-upon-Avon" or "Newcastle upon Tyne". Then, I wonder: is there any general rule on how they should be written?

Case: In general, I see the second name is written in lowercase.

Dash: However, I wonder if a dash should or should not be written in between each pair of words.

Hence, what is more appropriate, if there is any standard?

• Name1-name2-Name3
• Name1 name2 Name3

More names I came across:

• Stoke-on-Trent
• Oldbury-on-Severn
• Wotton-under-Edge
• Wells-next-the-Sea
• Sutton-cum-Lound
• Southend-on-Sea
• Newbiggin-by-the-Sea
• Newport-On-Tay

in Geonames I could find more than a hundred.