There are two large lists of place names in the UK (37 000) and US (16 000), plus the following (separate) lists containing place names and geographical features (rivers, hills, regions, etc) from all over the world:
North America: USA (27 000), Canada (19 000), Mexico (60 000)
British Isles: UK (28 000), Ireland (21 000), Channel Islands (600), Isle of Man (100)
Australasia: Australia (53 000), New Zealand (16 000)
Western Europe: Austria (34 000), Belgium (21 000), France (78 000), Germany (122 000), Italy (29 000), Netherlands (18 000), Portugal (18 000), Spain (44 000), Switzerland (4000)