Boston
Chicago
Alabama
America
That band that did the annoying “Final Countdown” song (That synth line must die!) I forget which geography bit, though.
Asia
Fountains of Wayne.
It’s a store on Rte 46 in Wayne, NJ that sells fountains. Drove by it all the time growing up, but didn’t figure out the connection to the band until I heard it presented as a trivia item on some radio show. But yeah, both Wayne and Fountains of Wayne are a place.
Europe?
Thank you! That was the evil band that inflicted it on us.
Kansas
Skid Row
Midtown
Berlin
Manhattan Transfer
Linkin Park (Lincoln Park)
Nazareth
O-Town
Japan
Motown
I guess it counts
Bauhaus
Gorky Park
Green River
Nile
Mission Mountain Wood Band
Berlin
Bay City Rollers. (Hey, someone had to list it…)
Black Oak Arkansas
Buffalo Springfield (I’ve seen the highway sign that says “Springfield Buffalo”; I’ve never seen one from the opposite direction that says “Buffalo Springfield”.)
There’s a local band called The JoJa Band.
Little Texas
Toronto
Chilliwack
Austin Lounge Lizards
Washington Squares
Capitol Steps
Connemara
Of course in bluegrass just about every other band is named after a mountain, hill or hollow. 
Portishead.
Sleater-Kinney (named after an I-5 freeway exit)
Bruce Springsteen and the E Street Band
The Battlefield Band
Jimmy Buffet and the Coral Reefers
For a while, there was a local band called the Bitches of Madison County.