Most of their stadiums don't have names that would make sense on North American stadiums or arenas -- although the growth of corporate naming rights has changed that.
Frequently, the names are from the streets they're on, or the neighborhoods they're in. So what would Major League Baseball parks be named if we followed this convention?
Anaheim: Katella Boulevard
Arizona: Jefferson Street
Atlanta: Capitol Street
Baltimore, 1954-92: Venable Park
Baltimore, 1992-present: Camden Yards (the exception to the rule)
Boston: Fenway (no "Park," just "Fenway")
Brooklyn, 1913-57: Flatbush
Chicago, AL, 1910-90: South Shields (also the name of a town near Newcastle)
Chicago, AL, 1991-present: New South Shields
Chicago, NL: Addison Street
Cincinnati, 1884-1970: Findlay Street
Cincinnati, 1970-present: Mehring Road
Cleveland, 1932-93: Erieside
Cleveland, 1994-present: Ontario Street
Colorado: Blake Street
Detroit, 1901-99: Corktown
Detroit, 2000-present: Brush Street
Houston, 1962-99: Kirby Drive
Houston, 2000-present: Union Station
Kansas City, 1955-72: Brooklyn Avenue
Kansas City, 1973-present: Royal Way
Los Angeles: Chavez Ravine
Milwaukee: Story Quarry (and New Story Quarry)
Minneapolis, 1961-81: Cedar Avenue
Minneapolis, 1981-2009: Metrodome (it doesn't deserve any other name)
Minneapolis, 2010-present: Cedar Lake Trail
Montreal: Olympic Park
New York, AL: Yankee Stadium (no, I'm not changing it)
New York, NL, 1890-1963: Polo Grounds (another rare exception)
New York, NL, 1964-present: Flushing Meadow (and New Flushing Meadow)
Oakland: Garretson Point
Philadelphia, 1909-70: Lehigh Avenue
Philadelphia, 1971-2003: Pattison Avenue
Philadelphia, 2004-present: New Pattison Avenue
Pittsburgh, 1909-70: Forbes Avenue
Pittsburgh, 1970-present: Monongahelaside
St. Louis, 1866-1966: Grand Boulevard
St. Louis, 1966-present: Broadway
San Diego, 1969-2005: Mission Valley
San Diego, 2006-present: Gaslamp Park
San Francisco, 1960-99: Candlestick Point
San Francisco, 2000-present: China Basin
Seattle: Occidental Avenue (old and new)
Tampa Bay: Tropicana Drive
Texas: Arlington Park
Toronto, 1977-89: The Exhibition Stadium (makes as much sense as anything else)
Toronto, 1989-present: Towerside
Washington, 1892-1961: Swampoodle
Washington, 1961-2007: Eastern Market
Washington, 2008-present: Navy Yard