Pretoria, the capital of South Africa, named after a Boer, Andries Pretorius, will in October be called Tshwane, a name belonging to one of the earliest native chiefs of that region. Some white South Africans are crying woe in the same way diehard Westerners criticised the Chinese government’s insistence many years ago that China’s capital city be correctly called Beijing instead of Peking (I read of this stupid protest in the Far Eastern Economic Review eons ago).
Anyone with some understanding of Mandarin, the local language of North China, would recognise that Beijing is the correct pronunciation instead of the anglicised Peking (a Penangite or Taiwanese speaking in Hokkien would call it Pak Knia).
It’s quite natural that the locals would want to take up native names for their cities, like Bombay, Madras and Calcutta becoming Mumbai, Chennai, and Kolkata respectively.
By the way, Bangkok is an anglicised version of the Thai Krung Thep, meaning ‘City of Angels’ (or Gods), which itself is a shortened version of a very long designation, that has earned its place in the Guinness Book of Records as the longest name for a city or town. The full Thai name for the city is:
Krungthep Mahanakhon Bovorn Rattanakosin tharayutthaya Mahadilokpop Noparatratchathani Burirom Udomratchaniveymahasathan Amornpiman Avatansathit Sakkathattiya-avisnukarmprasit.
which incidentally means:
The City of Gods, the Great City, the Residence of the Emerald Buddha, the Impregnable City (of Ayutthaya) of God Indra, the Grand Capital of the World Endowed with Nine Precious Gems, the Happy City Abounding in Enormous Royal Palaces Which Resemble the Heavenly Abode Wherein Dwell the Reincarnated Gods, a City Given by Indra and Built by Vishnukarm.
In this case, maybe it's best if we just stick to Krung Thep or Bangkok.