This is how I remember it:
Dutchman Jacob Bronck and his family had a farm. Through the
farm ran a river. The river was known as "the Broncks' river." The
area around the river became known as The Broncks, or The Bronx.
Similarly, areas named after a geographic feature sometimes
obtain the article used to refer to the geographic feature, hence, "the
Congo River," and "the Congo," the country. Ukraine was always known as
"the Ukraine" until it became an independent country: Ukrainians then
decided that the article "the" was demeaning, and removed it from the
name of their nation.
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