Here are some suggestions for europe:
Kleves = Cleves (English)
Schleswick = Sleswick (archaic E)
Brandenburg = Altmark
Hessen = Hesse (English/French), Hessia/Hassia (Latin)
Wurttemberg = Wirtemberg (archaic E/German)
Thuringen - Thuringia (E/L)
Nurnberg = Nuremberg (E), Norimberga (L), East(ern) Franconia (based on your map)
Wurzburg = Herbipolis (L), West(ern) Franconia (based on your map)
Augsburg = Augusta Vindelicorum (L), Swabia (although SW Germany is also Swabia)
Meissen = Misnia (L)
Lausitz = Lusatia (E/L)
Stiermark = Styria (E/L)
Liegnitz = Lower Silesia
Oppeln = Upper Silesia
Pressburg = Posonium (L), Pozsony (Hungarian)
Poznan = Posnania (L)
Kalisz = Calisia (L)
Malopolska = Cracovia (L)
Warszawa = Varsovia (L)
Halicz = Galicia (E)
Podlasie = Podlasia (E), Podlachia (L)
Sacz = Subcarpathia (present-day E)
Kurland = Courland (E), Curonia (L)
Oselia = Osilia (L)
Dyneburg = Latgalia (L)
Wolhynia = Volhynia (E)
Zyomia = ???
Graubunden = Grisons (F, older E)
Lombardia = Lombardy (E)
Piemonte = Piedmont (E)
Geneve = Geneva (E)
Sjaelland = Zealand
Sweden/Finland:
* Åland (Alandia)
* Ångermanland (Angermannia)
* Blekinge (Blechingia)
* Bohuslän (Bahusia)
* Dalarna (Dalecarlia)
* Dalsland (Dalia)
* Egentliga Finland (Finlandia Meridionalis, Finland Proper)
* Gästrikland (Gestricia)
* Gotland (Gotlandia)
* Halland (Hallandia)
* Hälsingland (Helsingia)
* Härjedalen (Herdalia)
* Jämtland (Jemtia)
* Karelen (Karelia)
* Lappland (Laponia)
* Medelpad (Medelpadia)
* Närke (Nericia)
* Nyland (Nylandia)
* Öland (Oelandia)
* Österbotten (Ostrobothnia)
* Östergötland (Ostrogothia)
* Satakunta/Norra Finland (Finlandia Septentrionalis)
* Savolaks (Savonia)
* Skåne (Scania)
* Småland (Smalandia)
* Södermanland (Sudermannia)
* Tavastland (Tavastia)
* Uppland (Uplandia)
* Värmland (Wermelandia)
* Västerbotten (Westrobothnia)
* Västergötland (Westrogothia)
* Västmanland (Westmannia)
Here are some useful links:
http://en.wikipedia.org/wiki/Latin_names_of_European_cities
http://en.wikipedia.org/wiki/Latin_names_of_regions
http://en.wikipedia.org/wiki/List_of_European_regions_with_alternative_names
http://www.p.lodz.pl/I35/personal/jw37/EUROPE/europe.html