Well, for example, the US Geological Survey page on the lake skips the article.
There’s also (The) Krajina region in Croatia. And Jomo Mojo, in this part of the world “The Lebanon” is still standard usage.
" The Gambia " ( that is the country as apposed to the river ) and “The Czech Republic” are still widely used here.
“The Gambia” as a country name uses the “the” because it refers to the Gambia River. (As already established, river names use the “the” consistently.)
ruadh, do people where you are make a distinction between “Lebanon” the country and “the Lebanon”, referring to the highland area also known as Mount Lebanon? They are not the same. I can see how there might be a confusion between them, though.
Nope, it’s all “The Lebanon”.
Do you still say “the Argentine” too?
O.K. now this is freaking driving me nuts!: What new wave band had a song called “The Lebanon”? It’s going through my head now, thanks to this Thread, and I can’t think of who it was!
Jomo: Never heard that one before!
bienville: The Human League.
Not “Human League”? 
Thanks ruadh you helped to make my brain stop hurting! Bless you!
I think The Gambia is one of a very few that still uses the article along with a simple country name (also, the “The” is capitalized.) We say “the Czech Republic” because it has the name of a political system in it, just like “the United Kingdom” or “the French Republic” (with the “the” not capitalized).
The Colony, Texas was first settled in the late 19th century. Official proclamations from city hall identify it as “The City of The Colony, TX”. It’s a suburb of Dallas.
The town were I grew up has a Hall Road , but everyone I know calls it The Hall Road. I’m not aware of any Hall family that lived on it , which would lead to “the Hall Road” being a shortening of “The Hall Family Road” , nor am I aware of any hall-like structure on that road that the road would be named after. (Other roads in that town that are named after families don’t get the article in their names.)
Again, in this part of the world it’s common to precede Road names by “the”. Although this only seems to apply to things called ____ Road; you don’t hear “the ___ Street” or “the ____ Avenue”.
In Arabic, all nouns are always preceded by the article, even personal names. In English, I suppose their reasoning is similar to that in the Ukraine situation.
Actually, “the Sudan” or “the Soudan” can refer to the entire stretch of fertile territory bordering the southern edge of the Sahara Desert. The countries of Mali, Niger, and Chad were once “the French Soudan” and Sudan was once “Anglo-Aegyptian Sudan.” It seems likely that the Sudanese were trying to disassociate themselves from the more general meaning of the terms as well as from the colonial past.
This Arab influence shows itself in the place names of southern Iberia , from the Moorish occupation. Thus you have such places as Algarve , Albufeira and Alvor , all containing the Arab definite article " Al "
One useful though incomplete guide is that when a given entity is seen as unique, it will take a “the” – The Bosporus, the Dardanelles, the English Channel (la Manche), etc. However, this does not give a comprehensive usage for when “the” is prepended – notably, the six-story structure in downtown Watertown NY is “the Woolworth Building” since it was built by Frank W. Woolworth to house his store on the site of his first 5-and-10 counter, though outside Jefferson County, “the Woolworth Building” refers exclusively to the old New York City skyscraper which he also had built.
BTW, as with other place names, it’s now becoming more common to call the Yukon Territory “Yukon” instead of “the Yukon.” Omitting the article seems to be government style.
(Of course, it’s still “the Northwest Territories,” since it includes the name of the form of government. I note, though, that when it’s a proper noun followed by the form of government, the article is usually omitted: Washington State, New York City.)