People in Shanghai still call it Peking. Sort of. It’s the English spelling of the Shanghai pronunciation. Actually, people in Beijing don’t actually call it Beijing either – that’s the Chinese romanisation of the Mandarin pronunciation, but they don’t use American pronunciation or phonetics.
Of course, Melbourne isn’t pronounced Melbourne either.
Mao’s name was variously romanized as Tse-Tung and Zedong, with the actual accent approximately between those two spellings. And don’t get me started on the Arabic غ (ghayn).
This is a pretty silly one, and I don’t know if commercials count as creative works, but there’s a commercial for Otezla (that treats plaque psoriasis) about a first date at a movie theater. I’ve seen it dozens of times for sure, but last night I spotted that the movie theater is called The Otezla.