What cultural/ethnic/nation-named things are called by the people themselves...

[Gerald Wilgus]

I have traveled in countries where people refer to a huge Ferris Wheel as a Chicago, from that city's 1893 Worlds Columbian Exposition, the first wheel of its type designed by George Ferris.

 

[Mary Terry]

And don't forget the Frankfurter!

Don't forget the Philly cheesesteak sandwich and that the Earl of Sandwich allegedly invented sandwiches.

 

[Suzette]

The hamburger must have been invented in honour of the Hamburger, the citizens of Hamburg

Ah, the hamburger, an uncertain history!
A Major Beef! Who Invented the Hamburger?

And "French Toast" is called Pain Perdu in France. Pain Perdu means "lost bread", where "lost" refers to the stale bread used in the recipe.