See also "Ivory Coast" versus "Côte d'Ivoire" and plenty of other place names that exist in between localized and non-localized versions. Some people say "Ivory Coast" others say "Côte d'Ivoire" and others vary based on the week.
People localizing their country name creates confusion, typically a citizen from Cote d'Ivoire unable to explain to an airport official where he's from because the official only knows the locally translated name.
This applies to text and common nouns. Not cities, trademarks or proper names.
Home Depot is still called Home Depot on Quebec signs. While some companies will put a French noun next to their English names, this isn't required.
As for a sign with Three Rivers, Trois-Rivières is a proper name, you don't usually translate those just like we don't translate people's name.
From http://en.wikipedia.org/wiki/Exonym_and_endonym:
The United Nations Group of Experts on Geographical Names defines:
Endonym: Name of a geographical feature in an official or well-established language occurring in that area where the feature is located.
Exonym: Name used in a specific language for a geographical feature situated outside the area where that language is spoken, and differing in its form from the name used in an official or well-established language of that area where the geographical feature is located.[2]
For example, China, India and Germany are the English exonyms corresponding to the endonyms Zhongguo, Bharat and Deutschland, respectively.
"Its native name, München, is derived from the Old High German Munichen, meaning 'by the monks' place'." [0]
Relatedly, it's "Monaco" in Italian, so Monaco the principality is "Montecarlo."