Language hat links to a superb list of names of European cities in several languages at wordiq.com, via a comment from vicente at Pepys’ Diary.
Here’s Athens:
bq. Afiny (Russian, Ukrainian), Ateena (Finnish), Aten (Norwegian, Swedish), Atena (Croatian, Romanian), Atenas (Portuguese, Spanish), Atēnas (Latvian), Atene (Italian), Atenes (Catalan), Atény (Czech, Slovak), Ateny (Polish), Athen (Danish, German, Norwegian), Athén (Hungarian), Athene (Dutch), Athènes (French), Athény (alternative Czech name), Athína – Αθήνα (Greek), Atīnā (Arabic), Atina (Bulgarian, Serbian, Turkish)
Many names are like this, just spelling variations, although Turkish is often good for a surprise, and I didn’t know Istanbul was Miklagard in Old Norse.
I would have said Braunschweig, not Brunswick, in English, and Hannover (Hanover for the dynasty, though), and I would say Auschwitz is only used for the concentration camp, not the town.
LATER NOTE: There was a trackback to this entry by Wortfeld, from which I realized that the list of names is in Wikipedia, and may well have started there.