Welsh pronunciation could be (and is) the subject of a book rather than a post on a thread, but the place names are frequently pronounced in ways you wouldn't expect unless you were local. Near here we have Blaenavon, for example, which should be Bl-eye-navon but which is normally Bluhnavon for locals. Similar things happen to Caerphilly (Kuhfilly instead of K-eye-rfilly ...and for those who can pronounce the ll in Welsh please note the Welsh spelling of the town name puts a single l in there, so no need to show off!) and Caerleon (Kuhlee-on instead of K-eye-rleeon). But my personal favourite is the village of Fleur-de-Lys which is normally known simply as "Flower". Another village is Beddau, which should be Beth-eye with a hard "th" but which is generally known as "Baythuh".
When I lived in London (in Wapping, pronounced of course Woppping and for all lovers of Burger King the real home of the Whopper ... as convicted pirates were hanged and then left on Wapping Old Stairs for three tides of the Thames to wash over the corpse and make it swell up to a whopping size ..or so we were told) I knew friends who delighted in attempting to convince tourists of the wrong pronunciations. So that Keyappsiddee was Cheapside, for example, instead of the way you might normally pronounce those two words separately and Vozeall was Vauxhall (sorry - Voxhall is how it's normally said).