Here is a list of some UK places whose names are certainly not predictable from their spelling. They can all take the suffix shire, pronounced ʃə, to give the name of the relevant county.
Cambridge = ˈkeɪmbrɪdʒ
Derby = ˈdɑːbi
Gloucester = ˈɡlɒstə
Lincoln = ˈlɪŋkən
Hereford = ˈherɪfəd
Hertford = ˈhɑː(t)fəd
Warwick = ˈwɒrɪk
Worcester = ˈwʊstə
Thanks to Graham Pointon for pointing out that the ending -shire is usually pronounced ʃaɪər in Scotland.
Updated 2014_04_25