No Name, Colorado
When you live in a desolate unincorporated community between No Name Canyon and No Name Creek, apparently you accept your destiny of sharing the same name—or lack thereof. No Name, near Glenwood Springs, got its name after Interstate 70 was built. A Department of Transportation official noticed that the area didn't have a name and wrote "No Name" for Exit 119, the ramp accessing the community. It drew some attention for its absurdity, locals started to accept it, and it stuck. Later, when given the opportunity to change No Name to a proper name, the community chose to remain nameless.
If You Go: Go rock climbing in No Name Canyon or soak in the nearby Glenwood Hot Springs; at more than two blocks long, it's one of the world's largest.
Honorable Mentions: Why, Arizona; Whynot, Mississippi