Unless you speak the language perfectly, without an accent, you will not be able to say the names “properly”, no matter how hard you try. Personally, as a foreigner, I’d much rather you pronounce the words correctly in your language than mispronounce them in mine.
(Incidentally, the Hebrew term for the United States translates as “Lands of the Alliance”, which is pretty cool).
Just out of curiosity, I will mention that the French name for London (the one in England) is Londres (pronounced, roughly, Londruh) while the French name for the London in Ontario is London.
Is that true in both France and Quebec?
I’ve never heard Kolkata. I’d say that one failed (is this just me?)
How much of an effort was there to get people to say Soviet instead of Russian? Arnold got mad about it in Red Heat
The English-language press in Thailand uses Kolkata.
During the Olympics, it seemed that even English-language media mostly used Torino instead of Turin. And orthography changes over the decades: Frankfort/Frankfurt, Tokio/Tokyo, the aforementioned big changes to Indian and Chinese romanization.
There certainly are disputes over the proper name: Czech Republic vs. Czechia, East Sea vs. Sea of Japan, Persian vs. Arabian Gulf, Myanmar vs. Burma. But that’s a different question.
Does anyone actually call it “Czechia” in English? I don’t think I’ve ever heard that, and I’ve lived next door to it for 5 years, so had plenty of occasion to refer to it and hear it referred to.
The meaning is different though (“the United States” is a single unit of meaning; “the states united” is not) and that word-for-word translation makes it sound as if the translation TO French was not perfectly literal, when what happens is that the word order required to conserve the meaning is different.
Today the Italian word for Germany is still Germania, but they call its inhabitants Tedeschi, itself from the same root as deutsch and “Dutch”.
Yeah, you do see it on occasion, but it’s pretty rare. By now I think those who would prefer the pithier Czechia have lost that battle. The Czechs themselves have been moving from Česká Republika to Česko (which is more in line with Slovensko, Maďarsko, Polsko, etc.) and there’s even been some talk (some years ago) about making that the official name of the country, and Česko is now also officially accepted. But I don’t see Czechia make much headway (and I don’t think it really should tbh).
It was a long time before I realised that these had changed:
and a whole bunch of African countries have changed their names over the last forty years, too, and took a long time to propagate.
London Ontario being unknown in France, it doesn’t have a French name. So, people who would stumble on this city would call it “London” in all likelihood.
I prefer what Groundskeeper Willie calls 'em! 
Sometimes syllables are difficult to pronounce for speakers of other languages.
An extreme example of this is Mandarin, which has a far smaller set of valid syllables than English.
There are many English place names that a native chinese person would struggle to pronounce, and even if they could say them, there would be no way to write the name down using existing chinese characters.
Also from The Congo to Congo.
I can’t think of any such changes recently that have “failed”. I appreciate the fact that Western exonyms can be perceived as having a colonialist cast, and it certainly makes sense to move the spelling and pronunciation of these names closer to the name used by residents. However, when English isn’t the principal language of the country in question it becomes–IMHO–a matter of fostering cultural sensitivity versus telling people how to speak their own language. The grammar of any language that uses articles includes the matter of whether the article should be used or not in specific phrases and constructions, and these “rules” are decided, as it were, by the history and development of the language. It’s just like grammatical gender or case marking in the languages that have those features. All of this naturally extends, or should extend, to geographical names. To my ears hearing just Congo or just Ukraine sounds just as “strange” as hearing just “Bronx” where we’d normally expect a “The”. It’s like tripping over a last step that isn’t there.
Just a quick status check: is he still A Whitney Brown?
In German the United States is called die Vereinigten Staaten which literally means “the United States”, but it’s declined as a plural and verbs are conjugated in the plural. In the news, therefore, I often hear or read about what the US are doing or what their official position on some international question; it sounds a bit odd to me because it suggests that the policy or action was approved individually by every one of the fifty states.
If I’m not mistaken “Turin” came into English via French, which wasn’t unusual at a time when France was presumably the first stop for anyone visiting the Continent from the British Isles. There are a few notable French exonyms still used in English for places outside of France, like Cologne; others, like Aix-la-Chapelle seem to be fading into obsolescence; and still others that most present-day English speakers never knew to exist, like Treves for Trier.
It’s the same as zucchini or courgette both are names for the same vegatable.
The English use courgette, the USA uses zucchini – both use English as a language.
It’s down to culture, how and from where the name was introduced into the language.
The change from ‘The Ukraine’ to ‘Ukraine’ is not really an attempt at being more true to the original Ukrainian, since that language does not actually have articles and would not be able to differentiate between Ukraine and The Ukraine. While it’s a change that’s been brought about at the behest of Ukrainian emigres, it’s not something they would actually be able to explain to native speakers of Ukrainian.