Although it wasn't a colonial country, one of the few nations not to call Football some variation of, well, "Football" is Italy. Under Mussolini's regime, the game's name was changed to Calcio, (or, more extensively, Giuoco del Calcio al Pallone, literally, "The Game Where You Kick the Ball". However, This long name is only ever still used humorously, even if the Italian Soccer federation continues to call itself Federazione Italiana Giuoco Calcio).

This was done for propaganda purposes, as Mussolini (who otherwise was indifferent to the game but aware of its usefulness) wanted to give, "Italian" origins to the nation's favorite sport, and claimed that it didn't originate in England, rather, had it's roots in Calcio Fioentino, a medieval ball-game sill historically reenacted in Florence one a year today.

These days, Football in Italy it still referred to exclusively as Calcio, or as Pallone.

Source: Forza Italia, The Rise and Fall of Italian Football, P. Agnew (2007, Random House).