Here are some which haven't yet been mentioned.

Canaan is the name of the land God promised to Abraham. The song below does not refer to literal Canaan (i.e., Israel and the Palestinian territories), but rather to the "promised land" of Heaven.
"To Canaan's Land I'm on my Way" (William M. Golden, 1914)

The Eastern border of Canaan consists mostly of the Jordan River.
Crossing Jordan is, metaphorically, dying and entering Paradise.
"On Jordan's Stormy Banks" (Samuel Stennett, 1787)

Unlike Canaan and Jordan in the songs above, the place names below are to be taken literally. Jesus was executed on Golgotha (Skull Hill). The Latinate form of this place name is Calvary (English skull = Latin calvarium)
"A Hill Called Mount Calvary" (Oldham, Gaither, and Gaither, 1968)
"At Calvary" (William R. Newell, 1895)
"Lead Me to Calvary" (Jennie E. Hussey, 1921)

Shortly before his arrest, Jesus had been praying in Gethsemane.
"In Gethsemane Alone" (Samuel E. Reed, 1912)

The song below refers to the same location. The garden of Gethsemane is on the Mount of Olives.
"'Tis Midnight, and on Olive's Brow" (William B. Tappan, 1822)

Zion refers to Jerusalem, specifically the most ancient part, the old "city of David", south of what is now called the "Old City" and west of the Mount of Olives. We are back to metaphor, with Zion standing for Heaven.
"On Zion's Glorious Summit" (John Kent, 1803)
"Zion's Call" (J. R. Baxter, Jr., 1944)

In Ohio and West Virginia, these songs are frequently sung in the churches of Christ.
Kent