Newfoundland and Labrador are two different PLACES, but they are one province.
Only recently did they officially change the name of the entire province from “Newfoundland” to “Newfoundland and Labrador,” over the objections of Quebec (which claims Labrador) and to the utter disinterest of everyone else, who still call it just “Newfoundland.”
Yukon is just Yukon, not “the Yukon Territories” or “the Yukon.”
Any REAL sourdough’ll tell ya it’s THE Yukon, short for “the Yukon Territory”. Just like “the Northwest Territories”. Don’t give a care what those bumbling idjits in the government buildings think, and all the slick ad campaigns didn’t change my mind. Y’all can’t make me drop the ‘the’. 
Right on, says the girl from THE Bronx! Don’t let them make you give up your THE!
Of course, caring about this sort of thing at all is a good way to pass for Canadian.
Well, not all of Labrador, just that odd little Privy Council strip on the southern border of Labrador (where I don’t think anyone lives anyway, although I’m sure they have some lovely trees.)