M.A.R.R.S actually came from E.A.R.R.T.H
I’ll grant you that. What’s more, Kay was, like Hermann Hesse, of German birth. Kaliningrad had been German since the Middle Ages, and wasn’t made part of Russia until after the war.
Granted, the name says they Frankie is going to Hollywood, not that he’s from there. 
Yes, but he changed his name to Denver because Colorado was his favorite state, and lived in Colorado for most of his career. So in many ways, while Henry Deutschendorf was from Roswell, “John Denver” really was from Colorado.
But did he ever see a UFO?
The Rural Alberta Advantage are from Toronto.
As far as I can tell from Wikipedia neither of the members of Whitehorse have ever lived there.
The Wilderness of Manitoba is from the densest urban centre of Ontario.
The band Blue Mountain, though they are from Mississippi, are not actually from Blue Mountain.
Gravenhurst are not from Gravenhurst, although some of my family were.
Styx music was.
Miami Steve Van Zandt is actually New Jersey born and raised.
and they were/are a basketball team/comedy troupe, not a band. 
Next, you’ll try to tell us that the* Washington Generals* aren’t from Washington, or that *Toad The Wet Sprocket *aren’t toads.
Utah Saints are from Leeds, UK.
Bruce Springsteen isn’t from Israel.
There’s no connection with Israel in his name. He’s not from The Netherlands, which is where the name comes from, but his ancestors were.
The french haven’t even heard of British band St Etienne.
Alabama 3 are from Brixton, South London.
Not a band, but Janis Joplin was from Texas, not Joplin, Illinois.
Ditto for Scott Joplin (born on the Texas side of Texarkana).
There’s a Joplin in Illinois? The one is Missouri is the one that’d come to my mind (I lived in Missouri for several years and once visited Joplin).
There’s a band called What Made Milwaukee Famous who are from Austin, Texas.
Heaven & Hell weren’t from either.
The band +44 is apparently named after the international dialing code of the United Kingdom, but they are from Los Angeles, California.
Almost 100 posts and no one’s mentioned Nirvana? (Too lazy to go back and double check.)