Translating a "localized" text

I'm always a bit uneasy when faced with translating a "localized" name - e.g. a name of a city district, or some meal or a custom and so. The case of my translation doesn't happen that often, more frequently I may see something translated like this.
Now, the translator probably should capture as much of the untranslated meaning as possible, so these translation are just fine, they convey the meaning that would remain inaccessible if untranslated. I acknowledge that. Still, it seems weird to me. Just consider some articles about the Czech Republic at the English wikipedia - it's that unusual to read those terms translated...On the other hand, it feels unnaturally to read those terms untranslated surrounded with a foreign language text...
...it's just difficult to please me ;-)