Examples.
Roma is Rome in English and Milano is Milan.
London is Londra in Italian but Manchester is Manchester and Liverpool is Liverpool.
Livorno (a small Italian town where English poets liked to spend their time) is Leghorn.
Aachen (a German city that used to be the residence of Charlemagne) is Acquisgrana in Italian.
Nobody has been translating city names anymore but Londra is going to stay. Aachen is not very famous but probably Acquisgrana is even less so. I should check current history books of schools.