There's a common Russian saying "не ту страну назвали Гондурасом" (meaning "the name of Honduras was given to the wrong country".) The essence of this lies in the fact that to Russian ear 'Honduras' (which is pronounced [gəndʊ'ras]) sounds like an amalgam of "гондон" ([gənd'on], a rude term for condom; the neutral one being "презерватив") and "пидорас" ([pidə'ras], also a rude term for gay male; effectively, a corruption of "pederast".) It should also be noted that both terms are often used not literally but as mere insults (akin to "douchebag" and "asshole" in English; the latter is even more used like this than for an actual gay man.) So the idea of the name 'Honduras' as misapplied is a typical example of Russian (specifically, post-Soviet) self-disparagement and is meant to say that the name that sounds like "The Land of Douchebags and Assholes" suits Russia much better.
My question is if there are cases of this kind in other languages, i. e. perceiving a foreign geographic name as a curse or obscenity and, perhaps, basing some humour on that fact.