Bands named after places they are not from.

Warsaw Pakt was actually British.
Leningrad Cowboys are all from Finland.
Hiroshima is American.

Heaven 17

The names of Frankie Goes to Hollywood and Big in Japan rather explicitly don’t claim they are from those places.

They’re Coneheads?

We Are the Fallen didn’t come from points up there.

Smile.dk are from Sweden, not Denmark.

Birmingham 6 is from Denmark.

Radford is from LA. Whether the lead singer got his middle name from the place name I do not know.

The Who were from Where?

Chilliwack were from Vancouver.

But more importantly, the band has no one with those names in it.

I assume Kings of Leon is not from Spain.

ETA: Nevermind, their name refers to their grandfather, Leon, not the medieval Kingdom of León. My bad.

Ok, I have a few more:

Bauhaus never even went to the school they took their name from; heck, they aren’t even German.
Blood Island Raiders are from London, UK.
Breaking Pangaea are from Philadelphia, PA, USA.
Buried At Sea are all very much alive and from Chicago, IL, USA.
Chelsea Grin are from Salt Lake City, UT, USA.
Cypress Hill are from South Gate, CA, USA.
Dirty Vegas are from South London, UK.
Minsk are from Peoria, IL, USA.
Rings of Saturn are from Dublin, CA, USA.
Sir Lord Baltimore were from Brooklyn, NY, USA.
Snake River Conspiracy are from somewhere in California, but nowhere near the actual Snake River.
Underworld are actually from Romford, Greater London, UK.

OTOH, Sun Ra really was from outer space (and nothing you can say will convince me otherwise! La la la I can’t hear you la la la!)

The Afghan Whigs were from Cincinnati. But they all are actually card-carrying members of the Whig Party.

Spandau Ballet

Correct! They are actually from Tapdance, UK.

The Thompson Twins aren’t twins, and none of them are named Thompson.

Mike + the Mechanics does have a guy named Mike, but they are all musicians, not repairmen.

Both the Greenland Whalefishers and the Belfast Muslims are from Norway.

Rammstein are not from Ramstein.

If you’ve ever visited any of the towns from whence they came, you’d consider the band very aptly named.

Afrika Bambaataa is from the Bronx.

Arctic Monkeys is from the UK.

Big Country is from Scotland…which isn’t a very big country.

Styx does not live by the mythological river bordering Hades.

I checked my neighbor’s apartment down the hall and 3 Doors Down don’t live there.