I can't think of any other region that does this, and the only reason I suspect for this is that it was a Scottish colony originally, and thus a compromise instead of using English or Scottish Gaelic or French.
I covered this in school and I've a bit of trouble finding a primary source, however it's from the Royal Charter that created the colony. The charter itself was written in Latin. It has little to do with the history of Nova Scotian settlement and more to do with the time when the charter was written and the fact that the colonization was Scottish rather than English or British (which did not yet exist as a nationality).
This is from the commentary:
The Charter provides that the lands so granted:
"Shall in all future time bear the name of New Scotland in America."
"Quaequidem terrae praedictae omni tempore affuturo nomine Novae Scotiae in America gaudebunt," and, may we hope, that in all future time, Nova Scotia it shall be.
Prior the name given as Nova Scotia, it had been named Acadia (or Acadie). The original name came from explorers the earlier centuries.
Both the French and the British had been claiming rights to land, but it wasn't until a grant was given that it obtained its name as Nova Scotia. This was granted as a result of the French claiming the British colony as their land, according to the British. However, the King, James I, believed that the discovery of the Cabots in 1497, or most of North America, determined it was their land. He states that the French had given it a name of Newfoundlands, but neglected the fact that James Cartior only named claim to it in 1534. Regardless, the French named it New France.
In 1603, the French continued their journeys to the North in Canada (and hence why east Canada has strong French influence) and started additional settlements. Most of this went on without the British permission, but the British did not oppose to this. This was true until 1606 when the French settlers started heading up north past the 45th latitude.
Sir Ferdinando Gorges, governer of New England, persuaded Sir William Alexander, the Secretary of State of Scotland, to obtain a grant from King James I in 1625. "Sir William accordingly applied to the King, and in 1625 obtained a grant of the lands bounded by a line drawn through the gulph of St. Laurence to the eaft of Cape Britain island, which therefore became a part of it; and on the fouth by the ocean: which country (considered before under the common name of Virginia) whose bounds are with great minutenefs and precision ascertained in the said patent, the King appointed."
The grant itself to Sir William was written in Latin. In doing so, he also gave new names to various ports, rivers, settlements, and even settlers. Because it was requested by Sir William, it was thus named New Scotland, or Nova Scotia in Latin. Although, the name Acadia was also an acceptable name should it be chosen.
Edit: I understand that there is misinformation such as King James I. Keep in mind that the source is 300 years old. Spellings and names have changed over time.
I can't think of any other region that does this,
Others have addressed Nova Scotia and the era of the charter, and I feel it's worth pointing out that the 1629 charter for the Province of Carolina is similar (named for Charles I, Carolus being Latin for "Charles").
Sexier