Texas.
David Essex.
Possibly my favourite band name:
Glen Waverley and the Mentones.
(Glen Waverley and Mentone are two suburbs of Melbourne)
There’s also Mentone, Alabama. 
Alabama Shakes
(Sergio Mendez and) Brazil 66
Miami Sound Machine
Atlanta Rhjuthm Section
Little Texas
Reno
Japan was a band ahead of their time. I couldn’t believe that “Fall In Love With Me” came out when I was 2.
More Bands named for places:
Aberdeen City
Austin Newcomers
Beneath Augusta
Birds Of Tokyo
Bullets In Madison
Charlatans UK
Closure in Moscow
Death in Vegas
Denver Harbor
The Detroit Cobras
Detroit Grand Puhbas
Egypt Central
Emprise (Canada)
Halloween, Alaska
I’m From Barcelona
Jets to Brazil
Kid Dakota
Lauderdale
Long Beach Dub Allstars
Miami Horror
Of Montreal
Over The Rhine
Phoenix
Sahara Hotnights
Scars On Broadway
Siberia
Spokane
Tijuana Cartel
Tokyo Police Club
What Made Milwaukee Famous
Your Vegas
Maybe we need a thread of bands named after fictional places like Okkervil River & Madina Lake too.