Tell that to Austria - Österreich. That means "Eastern realm", since there are no countries more to the East of anything than them. Or hell, Iceland. And Niger is named after the river Niger, which might come from ger-n-ger meaning "river of rivers", so that's another wonderfully unambiguous name.
I'm talking about the name, we were "United states of Brazil" from our republic until 1968, after that the name changed to "Federation republic of Brazil". I'm dont know a lot about how powerful states were back then, so what changed, but today states in Brazil have a little fraction of the independence that US states have.