Some cities in Western Europe had their name originate elsewhere (in non-Western European languages).

Marseille, France was a Greek colony originally called Massilia. Cadiz, Spain was a Carthaginian colony originally called "a Gadir" meaning "the Wall" in Punic. Granada, Spain was originally something like "Garnatah" in Arabic, meaning something like "Hill of the Strangers".

If you mean cities in Western Europe named after a city somewhere else, Cathagena, Spain, was originally "Carthago Nova" in Latin, or "New Carthage". It was named after Carthage in Africa.