The ones I love are the Norman-origin ones, which invariably get pronounced with total disregard to their provenance or equivalent pronounciation in today's French:

Bealieu = "Bee-ool-ey" (as in "Beulah" but different ending)
Chesham Bois = Chesham "Boys"
Pelham Fourneaux = "Plum Furnace"

I am not sure about the reasons for such pronunciations, but it appeals to my folkie instincts to think that it was the Saxon everyman's way of sticking a finger up at the Norman conqueror.

By the way, leeneia, it is "Gervays", the "G" as in German, the "vase" as the Americans might pronounce it.

But my all-time favourite is that place you pass going over the Pennines towards Manchester: Penistone. The locals all call it "Penniston", but that seems silly to me; you have kidney stones, why not penis ones too? It's getting to the point where Vanessa nowadays asks that we go a different route, if we carry other passengers in the car...