5 August 2006 New Scientist, in an item about a place called Whorehouse Meadow (for entirely accurate historical reasons), that there's a fishing village near St John's, Newfoundland, Canada called Dildo, whose residents fought hard (geddit? Ahem that was me, not New Scientist!) to keep its name despite a campaign to change it to something more tasteful.
And I only recently heard that there was a village in (some might say "Where else?" but of course I shan't) Essex, called Ugley, which had its own "Ugley Women's Institute" - until they changed its name to "The Women's Institute (Ugley branch)".