http://www.atlasobscura.com/articles/the-dark-history-of-seven-places-branded-by-bloodsheed
Tells stories of sadness connected to locations around the USA.
More well known is the Welsh town with the very, very long name of
Llanfairpwllgwyngyllgogerychwyrndrobwll-llantysiliogogogoch (or Llanfairpwll, or Llanfairpwllgwyngyll, or Llanfair PG, or just Llanfair as it is known by the locals) is on the Isle of Anglesey (Ynys Môn) in Wales (Cymru). [source page]
or this lake in western Massachusetts,
Then there is Keith Basso, "Place Names among the Western Apache," and his book, Wisdom Sits in Places, http://books.google.com/books/about/Wisdom_Sits_in_Places.html?id=NsiEAAAAIAAJ