curse you for coughing up the prized shibboleths, how will the locals be able to spot the furners?
Walhounding, Ohio (also spelled Walhonding in some sources)
It’s wah-'hah-nin. It’s by Lore City, King’s Mine, Trail Run.
Yes, but locals actually say “Llanfairpwllgwyngyll” (which despite the scary spelling is only 5 syllables and perfectly regular if you know Welsh) or “Llanfair PG” (pee-egg in Welsh, pee-jee in English).
Most Welsh people I know have memorized the long name to trot out on occasions when people ask them if they can say it, but the original name is the one still in use.
I lived for some years in Stouffville, Ontario. It’s pronounced “STOW-ville”; the fs are silent.
Many non-locals didn’t know that, however, and tried to pronounce the fs. The result invariably ended up being two words: “Stouff-Ville.”
I gave up trying to make sense of anything around here when I finally realized that “Dorchester” and “Dot” were supposed to be the same thing. 
Well, they’re just heathen papist Dons – what do they know?
Besides the ones listed for Massachusetts, we also have Haverhill (pronounced Hey-ver’ill), which I have heard consistently and atrociously mispronounced in an audiobook… Leominster has been mentioned, but not that it’s pronounced LOW-minster. A lot of other local pronunciations aren’t "official, but are the way the real locals pronounce them. “Medford”, for instance, is pronounced “Medford” by Massachusetts folk as well as out-of-staters, but residents there will often grind away at the "d"s so that it comes out more like “Meh-fuh”
In upstate New York, there’s Nunda, which is pronounced “NUNN-day”. (I keep hoping someone will open a Hyundai dealership there so you’ll have the rhyming “Nunda Hyundai”, which no one but a local will think of as a rhyme)
There’s also Chili, which is pronounced “Chai-Lie”
I had the hardest time pronouncing **Rutherfordton **until I ran into a native who called it RUTH-ferdt’n. It’s located in RUTH-ferd county.
Two of the biggest suburbs of Buffalo NY are Cheektowaga and Tonawanda. Pronounced pretty much like they look, just want to show them off for general amusement.
Any Philadelphia natives want to fight over the river? I am not touching it. Schuylkill.
They pronounce it SKOO-k’l
True. I lived near Bicester and it was pronounced Bis-ter - almost like Blister without the L.
This one I got without looking at the correct pronunciation.
In north Alabama:
St. Florian is pronounced Saint floor ANE (rhymes with lane).
There is a community in South Austin called Manchaca. For some reason it’s pronounced “MAN-shack”.
This isn’t even a “general outsider” thing, but for some reason a lot of names say, between Logroño and Saragossa (mid-Ebro-river Valley, Spain) get the stress shuffled when pronounced by newscasters.
Bardenas. Following Spanish spelling rules, the pronunciation is /baɾ.'de.nas/. For some reason the people on TV say /'baɾ.de.nas/, which would be spelled Bárdenas.
Cabanillas. /ka.ba.'ni.ʎas/. No sir, they say /ka.ba.ni.'ʎas/, which would be spelled Cabanillás.
El Bocal. Very difficult. /el bo.'kal/. No sir, /el 'bo.kal/. Again, that would be El Bócal!
Every time we’re on national TV we await with bated breath the moment where a local name will come up. Will they say it right, or will it be drawn, quartered and left out to dry? And every time another stress gets shuffled we’re left scratching our heads and wondering what the fuck is the point of having stress marks if people can’t read.
I always feel bad for newscasters new to the area. The local student radio station out of Boston College (I think it’s BC) has had a few hilarious examples of this.
That’s what I came in to post, so I’ll go with my second choice, Buda, which is pronounced BEW-duh.
In California we have some names that came from Native American languages. Mt. Umunhum, pronounced just the way it’s spelled: UHM-uhn-uhm. And Mokelumne Hill, and Tuolumne. MUH-kuhl-uhmee, TooAHL-uhmee. The latter two are in/near Yosemite which has it’s own challenges.
I grew up near Port Hueneme - Why-NEE-mee.
Some street names: Houston St. in NYC (HOUS-tn), Arkansas Ave. in Atlantic City (ar-KAN-sas), Goethe St. in Chicago (go-EETH-ee).
The Schuylkill River goes through Philadelphia (SKOO-kill).
Then there are some bizarre British (and I am not sure of the spellings), Fetherstonhaugh (FAN-shaw), Chomondeley (CHUM-ly).
And the natives go with Leminstah and Woostah.
Kyburz, CA. Everyone I know pronounces it KYE-burz, but a friend of mine insists on calling it “Kibbuts” (as in a farm community in Israel). Is there any way this word could be pronounced that way in any language?
Perhaps the pronunciation is conflated with one of the similar Louisiana place names, like Bayou Manchac?
Of course, if it really is derived from a word meaning “rear entrance”, pronouncing it “man-shack” is not without humor value.