Perhaps the most misleading name of all is Ontario National Golf Course, which would seem to imply independence and home rule for a particular Canadian state, but is, it seems, a public course in California. I am told there is a Frisch auf Valley somewhere in the US of A - Wake up Valley!
In the UK we have a club called Links. It is not a links, being lush parkland, and it's not on the coast, being many miles inland at Newmarket in Suffolk.
In the wake of 9/11 I'm surprised Medinah has not gone in for a name change.
But my favourite name of all is not a golf course, but a parish church - St Mary the Virgin with St Peter, Upper Holloway (read it out aloud!).