Some of these you probably know, eg New York -> New Amsterdam, but some of them I had no idea. (must not make a Beaver Creek joke...). Also some of them aren't 100% accurate. Washington D.C. for instance wasn't just a renaming of Georgetown, but a merging/drawing standard borderlines of Georgetown + the City/County of Washington and a bit of the city of Alexandria, VA (originally) - but that's splitting hairs.
I think we can all agree that Helena, MT is far less exciting sounding than "Last Chance, MT".
Source -> http://www.geekosystem.com/if-u-s-cities-had-kept-their-original-names/