Llanfair = Church of St. Mary (Mair)
Llandudno = Church of St. Tudno

Ah, the joys of the Soft Mutation (Y treiglad meddal). And there are others. Mutation of the leading letter of a word is (as far as I know) unique to Celtic or Gaelic languages. It makes following a sentence with a dictionary nearly impossible unless you already know the relevant grammar, as a word will mysteriously begin with one letter, but belong elsewhere entirely.

Yes, we do it to annoy !