The point of this game – well, lame pastime, really – is to name as many bands – past or present – as possible whose names contain some sort of common element, such as colors, food items, or female names. When the list gets exhausted, start another category.
I’ll get you started:
Name a band whose name includes a specific geographic location.
My first entry:
Chicago Transit Authority
Kansas
Black Oak, Arkansas
Toronto
New York Dolls
Buffalo Springfield
Mission of Burma
Boston
The Miami Sound Machine
The Georgia Satellites
America
Manhattan Transfer
New York Dolls
Credence Clearwater Revival
Oops, sorry.
John Denver
Oops, sorry again. 
Is Asia specific enough?
Sure.
Wasn’t there a band named Alabama?
Bay City Rollers
Atlanta Rhythm Section
Mitch Ryder and the Detroit Wheels
Fairport Convention
New Orleans Rhythm Kings.
Bob Wills and His Texas Playboys.
Ohio Players.
Mannheim Steamroller
The Kentucky Colonels
Nashville West
The Oak Ridge Boys
Manhattan Transfer
The E Street Band
Uncle Tupelo
Red Star Belgrade
Berlin
Ozark Mountain Daredevils?