The pronunciation (not the name) of Arkansas was settled by the state's General Assembly in 1881. Though often unofficially spelled "Arkansaw," the anglicized pronunciation "Ar-KANZ-us" was also in use.

Daily Nebraska Press (June 16, 1873):

"When Mr. [Millard] Fillmore was President of the Senate, he varied the pronunciation of Arkansas according to circumstances. [Arkansas] Senator [Ambrose H.] Sevier said Ar-KAN-sas; Senator [Chester] Ashley said ArkanSAW. Mr. Fillmore used to recognize Mr. Sevier as the 'Senator from ArKANsas,' and Ashley as the 'senator [sic] from ArkanSAW.'"

Nice story, but Fillmore didn't become Vice President (and President of the U.S. Senate) until 1849, some months after the death of Ashley and the resignation of Sevier.

The Arkansas river is pronounced Arkansaw in Arkansas, but in Kansas it's Arkanzis.