Latvian and Lithuanian have cases like Latin, and change the ending with grammatical role,
....as do many languages. There is also the problem of agglutinative languages such as Finnish and Hungarian where the subject and preposition can become part of the word.
Changing place names are a very complex and confusing issue.
Geneva/Genève/Genf is potentially confused with Genoa/Genova/Gênes
Monaco is Monaco, but the Italian for Munich (or Muenchen) is Monaco
In Belgium, you have Mons = Bergen, Liege = Leuk = Luettich.
In South Africa, the 'indigenisation' of place names has been applied inconsistently. For example Pietersburg has become Polokwane. Some road signs show one, some other, and some both.
Transcribing is possibly a better option than translating when other alphabets are involved, but it's a real minefield.