What about the Harlem Globetrotters? Of course, and I know, that the name “Harlem” came from a street in Chicago, not the borough in NYC.
Did you know that the Dodgers haven’t always played in Los Angeles? 
While there is, indeed, a Harlem Avenue in Chicago (and the team was founded in Chicago), the story I’ve heard is that Abe Saperstein picked “Harlem” since it was the center of black culture at that time, and would help signal that the Globetrotters featured black players.
Kenobi 65:
Did you know that when the franchise now known as the Dodgers originally took the name “Brooklyn,” Brooklyn was in fact a separate city? They just didn’t change it when it became part of New York City in 1898.
Not the same thing, but the NY Islanders take their name from not a city but just one part of the state.
And in a few years they won’t play in that part of the state anymore. Then again, at least they’ll be in the right state- unlike some teams I could mention.
Ooo. That could be a spinoff thread. Teams that moved location but didn’t change names, and now their name makes no sense anymore. Hmmm…
Now now, Salt Lake City is famous for its Jazz, as is Los Angeles for its numerous Lakes… 
There are plenty of English soccer examples just in London. In addition to Chelsea, there is Fulham, West Ham, and Tottenham. And that’s just in the Premier League.
How about teams named for multiple places? The Carolina Panthers are the only current team I’m coming up with. The Patriots could be argued this way, and I’m sure that a case can be made for the Tampa Bay teams as well.
The Twins were originally supposed to be the Twin Cities Twins, which would have met this. (This also explains the TC in the original logo, as mentioned above).
The NBA has had, for limited periods, the Kansas City-Omaha Kings and the New Orleans/Oklahoma City Hornets.
Technically speaking, Brooklyn is on Long Island.
Not to mention that famous fire in Calgary that the Flames are named after.
Kansas City is multiple cities in multiple states (all of the teams are in Missouri, though). New England also has the Revolution in MLS (they also play in Massachusetts).
Technically yes. According to geographic conventions, no. Long Island is Nassau and Suffolk counties; Brooklyn and Queens are part of New York City and not of Long Island even though they’re on the same island as Nassau and Suffolk.
Must be a Montreal thing. The old Expos logo was a stylized “M” with a lower-case “e” and “b” incorporated into it, which stood for “Expos baseball.”
This all came up recently when the Islanders announced they’d be moving to Brooklyn too. As THIS article from Deadspin points out, the team announced they’d be keeping their old name and logo, since Brooklyn is, indeed, on Long Island. The problem, however, is that while that’s certainly true, the Islanders logo does NOT include Brooklyn and Queens - it’s just a picture of the parts of Long Island that people call Long Island. Surely they will change the logo, even if only to make the island a little bigger.