I thought Pakistan to be the most impressive example of a make-up name for a polity
http://geography.about.com/library/misc/blpakname.htmbut there is another one that's closer to home:
...The name IDAHO was suggested by the eccentric lobbyist George M. Willing, who claimed that the word was derived from a Shoshone phrase meaning “the sun comes from the mountains” or “gem of the mountains.” He later claimed that he had actually made up the word. Despite this lack of evidence for the origin of the name, many textbooks well into the 20th century repeated as fact Willing's account that the name "Idaho" derived from the Shoshone term "ee-da-how". The name "Idaho" may be derived from the Plains Apache word "ídaahe" which means "enemy." Willing claimed to have created the name "Idaho" after being inspired by a girl named Ida.
http://en.wikipedia.org/wiki/George_M._Willinghttp://en.wikipedia.org/wiki/Idaho#Origin_of_name PS:
Rain in Chicago: hiding under Marilyn's skirt.