In Japanese, the phonetic katakana pronunciation is used, followed by the character 州 (SHOO) roughly meaning “state.” Examples:
カリフォルニア州 (KAH-REE-FO-RU-NEE-AH-SHOO) = California State
ニューヨーク州 (NYOO-YOH-KU-SHOO) = New York State
as opposed to:
ニューヨーク市 (NYOO-YOH-KU-SHEE) “SHEE” meaning “city” = New York City
Unfortunately, English speakers grow up mostly hearing German screamed from the top of fortifications by unpleasant soldiers in war movies, rather than sung in Mozart operas, so we learn to think of it as an “ugly” language. 
Yawn.
"The name “Quebec”, which comes from the Algonquin word kébec meaning “where the river narrows”, originally referred to the area around Quebec City where the Saint Lawrence River narrows to a cliff-lined gap. "
That’s a … very entertaining theory.
The Canadian Oxford Dictionary, like most other authorities I’ve seen on the subject, derives the name Quebec from the word quebecq or gepèèg, common to Algonquian languages such as Algonquin and Abenaki, meaning river narrows.
ETA: hogarth got there before I did. As long as we’re talking about fanciful ‘derivations’ for Quebec, another one I heard as a child had it coming from the French quel bec!, “What a point!”, referring to Cap Diamant.
The Commission de toponymie du Québec goes into a little more detail:
Look, a modern suburb named after Quebec, and with streets named for people who explored Quebec, in the town from which many immigrants to Quebec left France. I’m astonished! Clearly, this demonstrates that the word Quebec comes from Swedish, not from First Nations languages as the Commission de toponymie du Québec and the writers of the Canadian Oxford Dictionary so foolishly believe.
Kind of, but in Spanish. “Nieva” vs “neva” (paging Nava), for example. It also extends into a bit of a trick question since you don’t conjugate “nevar” the way you do other verbs since it doesn’t make any sense to say
I snow
You snow
S/He snows
We snow.
[another hijack] That was one of my signature jokes while learning French in Montreal. We had people from all over and we made fun of Germans for how rough their language was. I always came to the part where I asked a girl would you rather have someone tell you “que bonitos ojos tienes…” (crooned to the tune of a popular romantic song) or “du hast schone augen” (yelled at the top of my lungs red-faced and spitting all over the place). It was stupid but it brought roaring laughter every time. [/another hijack]
Didn’t anyone cover Finnish yet?
Well not much change in our language really, only words like ‘south’ are translated, but not the ‘new’ in New York etc. California is Kalifornia and Texas used to be Teksas in older texts.
The biggest difference I can think of atm is Hawaii = Havaiji.
In high school, I decided that a foreign speaker of German has exactly two options: angry or flamboyantly gay. 
Note that this does not apply to native speakers.
I beg your pardon. My great-grandmother and many of her relatives were both Canadians and native speakers of Swedish. I’m afraid I don’t know how they referred to Quebec, if it ever came up.