Cities:
* New York Stories (1989)
* The Philadelphia Story (1940)
* Chicago (2002)
* Los Angeles Confidential (1997)
* Paris, Texas (1984)
* Rome Open City (1945)
* Berlin Syndrome (2017)
* The London Has Fallen (2016)
* Moscow on the Hudson (1984)
* The Italian Job (1969, 2003)
* The Big Lebowski (1998) - Technically, "Lebowski" is a surname, but it's often used as a place in the film
* The Man Who Shot Liberty Valance (1962) - "Liberty Valance" is a character, but the title also refers to the town
Countries:
* Brazil (1985)
* China Syndrome (1979)
* The Killing of a Sacred Deer (2017) - "Sacred Deer" refers to a Greek myth
* American Psycho (2000)
* The French Connection (1971)
* The English Patient (1996)
* Russian Ark (2002)
* The Spanish Prisoner (1997)
* The Italian Job (1969, 2003)
* The Mexican (2001)
Specific Locations:
* The Empire Strikes Back (1980) - "Empire" refers to the Galactic Empire
* The Sound of Music (1965) - "Music" refers to the Austrian Alps
* The Silence of the Lambs (1991) - "Lambs" refers to a specific location in the film
* The Last of the Mohicans (1992) - "Mohicans" refers to a specific Native American tribe
* The Jungle Book (1967) - "Jungle" refers to a specific location in India
* The Good, the Bad and the Ugly (1966) - Each title word refers to a specific character
* The Lord of the Rings (1978) - "Rings" refers to a specific magical item
* The Twilight Zone (1959) - "Twilight Zone" refers to a specific dimension in the series
Other:
* The Longest Day (1962) - Refers to a specific historical event
* The Last Supper (1995) - Refers to a specific biblical event
* The Green Mile (1999) - Refers to a specific location in the film
* The Shawshank Redemption (1994) - Refers to a specific prison
This list is not exhaustive, and there are many other movies that feature place names in their titles.