I once went past Land of Nod. Weirdly it doesn't seem to appear on a map (at least when I looked for it), but it is on the road sign. I tried to visit but couldn't find it, only the sign pointing towards it.
It was somewhat near Wetwang, which is another excellent place name.
There's obviously all the quality rude ones like Bell End/Wetwang/Shitterton/Penistone etc, but for a question on Lemmy, I'm pretty sure Barton-in-the-Beans (Wiki link) would be most appropriate.
I grew up near Slut's Hole Lane. It didn't have a sign at the time and I only found the name on an old map, but the sign has been put back since.
More recently a regular walk would take me past a woodland called Fiscal Policy. I did find an explanation for this one. I can't recall the details, but it was rather dull overall.