That's actually a really interesting example.
Because you're entirely right about the city, and yet China doesn't call itself China.
Actually, the big three SE asian countries (Japan, China, Korea) all have different names for themselves than most languages of european origin use. Presumably others do as well, but those are the ones I looked up.
I wonder why that is.
Edit: Further thought. Most of the major cities I'm aware of (especially capital cities) in those countries are pronounced fairly accurately (with room for accents, of course). That's actually a really interesting set up.