This page lists country names that differ strongly among different languages. I find it especially interesting when a country is known by a certain name in most languages but has a completely different name in the native language (such as in the first example of Hungary). I focus on European languages here.
Hungary — Magyarország
Hungary is called something similar to "Hungary" in many languages, like French Hongrie, German Ungarn, Spanish Hungría, Swedish Ungern, and even in languages that are related to Hungarian: Finnish Unkari and Estonian Ungari.
Hungarians call their own country Magyarország—completely different—stemming from Magyar, the Hungarian people. Other languages that have a name based on this are Czech and Slovakian Maďarsko, Slovene Madžárska, Serbo-Croatian Mađarska, and Turkish Macaristan.
Yet another name is used by Polish, Węgry, and Russian: Венгрия (Vengriya). This root apparently has the same etyomology as "Hungar": Proto-Slavic ǫgъrinъ (from which Russian угрин (ugrin) also came 1).
Interestingly, Ukrainian uses Угорщина (Uhorščyna), differing from Russian Vengriya. Kyrgyz uses Венгрия (Vengriya, probably from Russian?) while closely related Kazakh calls Hungary Мажарстан (Majarstan), similar to Turkish.
Finland — Suomi
Most languages know Finland as something similar to the English name: Danish/Swedish/Dutch Finland, German/Icelandic Finnland, Spanish/Italian/Polish Finlandia, Turkish Finlandiya, Czech Finsko, Russian Финляндия (Finlyandiya).
The Fins themselves call their country Suomi—and, in fact, the Finnish language doesn't even use the letter F natively. (France in Finnish is Ranska; it just skips the F). Languages related to Finnish use a similar name for Finland: Estonian Soome, Eastern Mari Суоми (Suomi), Northern Sami Suopma. Although not related, Latvian Somija and Lithuanian Suomij also follow suit. Besides other languages related to Finnish, it seems that only Abkhaz Суоми (Suomi) uses a name with this root, all others using a "Fin"-flavored name.
Georgian also doesn't have /f/ natively and calls Finland ფინეთი (pineti), substituting /f/ with /pʰ/.
Italy — Włochy — Olaszország
Some "regular" name examples for Italy (or Italian Italia) include French Italie, German/Danish/Swedish Italien, Spanish/Romanian Italia, Dutch Italië, Turkish İtalya, Greek Ιταλία (Italía), Bulgarian/Russian Италия (Italiya), Serbo-Croatian Italija. Italy in Vietnamese is simply called Ý. Slovak Taliansko stands out a little (vs. Czech Itálie).
But what stands out more is Polish Włochy. It comes from Proto-Slavic volxъ, which was a word to designate a Roman person, coming from Proto-Germanic *walhaz ("foreigner"). Interestingly, there are Romanian-speaking minorities who call themselves Vlachs, whose name shares the same etymology. Names Welsh, Walloon and Gaul also come from Proto-Germanic *walhaz.2 Hungarian Olaszország also stands out. Note the -ország ("country") ending which we saw in the name for Hungary in Hungarian, Magyarország. Although not apparent, the intial "olasz" part actually has the same etymology as the Polish name: it also comes from Proto-Slavic volxъ, via Serbo-Croatian Vlah 3.
Wales — Cymru — Bretyn
In the section for Italy we saw that Wales comes from Proto-Germanic *walhaz. Many languages also use Wales as name, e.g. German, Czech, Hungarian, Serbo-Croatian; or Bulgarian Уeлс, Russian Уэльс, Ukrainian Уельс (all roughly "Uels"). Latvian Velsa and Lithuanian Velsas have adapted the name a little more. Special mention also of Afrikaans Wallis, which, confusingly, is the same as the German name for the canton of Valais in Switzerland.
Not evident at first glance, but Italian/French Galles, Spanish/Portuguese Gales, Turkish Galler share the same origin and were imported from Old English Wealas. (Germanic words borrowed into French often have a change from w to gu.4)
The Welsh call their country Cymru in their language. Similar names are found in Scottish Gaelic, A' Chuimrigh, and Breton Kembre. Manx Bretyn and Irish An Bhreatain Bheag remind us more of "Breton" or even "Britain", and this is not a coincidence. The Irish name literally means "Little Britain"—and Britain and Brittany share the same etymology: they come from Latin Britannia (ultimately originating from a Celtic name).
Germany — Deutschland — Allemagne — Niemcy
Germans refer to Germany as Deutschland, Deutsch meaning German. Note the similarity to the name Dutch, which has the same origin: Proto-Germanic *þiudiskaz.5 Some other languages that call Germany with a "Deutsch" root are: Afrikaans/Dutch Duitsland, Danish/Norwegian/Swedish Tyskland, Icelandic Þýskaland.
Next noticeable group is the one English belongs to: Germany, or Albanian Gjermania, Bulgarian/Russian Германия (Germaniya), Hebrew גֶּרְמַנְיָה (Germanya), Italian Germania, Maltese il-Ġermanja, Romanian Germania, Greek Γερμανία (Germanía). It is derived from the name of the Germanic people (unsurprisingly).
Other languages base their name for Germany on the Allemanic tribes: French Allemagne, Spanish Alemania, Portuguese Alemanha, Turkish Alemanya, Arabic أَلْمَانْيَا (ʾalmānyā), Tagalog Alemanya.
A fourth group derived from yet another tribe is formed by Finnish Saksa, Estonian Saksamaa, Livonian Saksāmō and Võro S'aksamaa. These names are based on the Saxons.
On the other hand, some Slavic languages use something completely unrelated, namely a word that descended from Proto-Slavic *němъ, meaning mute6. Polish Niemcy, Czech Německo, Serbo-Croatian Nemačka, Slovak Nemecko, Ukrianian Німеччина (Nimeččyna) belong to this group. Also Hungarian Németország was taken from a Slavic language.
Finally, Lithuanian Vokietija and Latvian Vācija stand out; their origin is unknown.7
It's also worth noting that although Italian calls Germany Germania, the German language is referred to as tedesco, related to Deutsch. Likewise, Russian Германия (Germaniya) for Germany is also opposed to немецкий (nemeckiy, "German"), which belongs to the Niemcy group discussed above.
Greece — Elláda — Yunani
Greece, in the country's language, is Ελλάδα (Elláda), thought to come from a name of peoples living in a Greek region. Norwegian Hellas, Samoan Eleni have a name based on this, as do Chinese 希臘 (in Cantonese pronunciation, hei1 laap6) and Vietnamese Hi Lạp.
Other languages have a name based on Ancient Greek Γραικός (Graikós): English Greece, French Grèce, Italian/Spanish/Romanian Grecia, Polish Grecja, Swedish Grekland, Hungarian Görögország, Russian Греция (Greciya), Serbo-Croatian Grčka. Czech Řecko also belongs to this group.
A third Greek tribe, the Ionians (Greek Ἴων, Íōn), has been used as basis for the name of the country: Arabic اَلْيُونَان (al-yūnān), Turkish Yunanistan, Indonesian Yunani, Persian یونان (yunân), Hebrew יָוָן (yaván). This name was taken over from Arabic for all the other mentioned languages.
Georgian calls Greece ბერძენი (berʒeni), which one theory says it comes from the Georgian word "wise", ბრძენი (brʒeni), due to the advancements in philosophy achieved by the Greeks.8
Also the name of the Teutons seems similar to Deutsch and ultimately, both are supposed to come from Proto-Indo-European *tewtéh₂ over different ways. ↩︎
Using the meaning of mute makes sense in that the Germans didn't speak a Slavic language. Also interesting to note that the name Slav is considered to have been derived from old Slavic "word", cf. *slověninъ. ↩︎