Практическая грамматика

§ 13. Geographical names.
The following geographical names are used without articles:

1. 
   Names of continents:
   

Africa, Antarctica, America, Asia, Australia, Europe
But: the Arctic, the Antarctic, as they denote the regions round the north and south poles.

2. 
   Names of countries, counties, provinces, states:
   

France, Italy, Texas, Wisconsin, Devonshire, Scotland
Note 1. Some names of countries, counties, etc. require the definite article; some other names can be used with or without the definite article: (the) Congo, (the) Lebanon, (the) Senegal, the Ruhr, the Saar, the Ukraine, the Crimea etc.
Note 2. Names of states consisting of word groups are used with the definite article:
the United States of America (the USA), the UK.

3. 
   Names of cities, towns, villages:
   

London, New York, Stradford-on-Avon
Note: The only exception is the Hague

4. 
   Names of mountain peaks, islands:
   

Elbrus, Mount Everest, Cyprus, Man, Java

5. 
   Names of lakes:
   

Lake Michigan, Lake Baikal BUT: the Michigan, the Baikal

6. 
   Names of waterfalls:
   

Niagara Falls, Victoria Falls

7. 
   Names of bays:
   

Hudson Bay

8. 
   Names of peninsulas and capes:
   

Hindustan, Labrador, Cape Horn
Note. If the noun peninsula is added, the definite article is used.
The Hindustan Peninsula, the Balkan Peninsula
Geographical names modified by a particularizing attribute are used with the definite article.
The Philadelphia into which Frank Algernon Cowperwood was born was a city of two hundred and fifty thousand and more. (Dreiser.)

Other geographical names take the definite article.

These are:

1. 
   Names of seas, oceans, rivers, straits, canals:
   

The Atlantic (ocean), the Mediterranean (Sea), the Thames, the Mississippi, the Bering Strait, the Suez Canal, the English Channel

2. 
   Names of mountain chains and groups of islands:
   

the Alps, the Rocky Mountains, the Hawaii, the Bermudas

3. 
   Names of deserts:
   

the Sahara, the Gobi

4. 
   Names of mountain passes:
   

the Saint Gotthard Pass

5. 
   Geographical names having the plural form:
   

the Midlands, the Netherlands, the Yorkshire Forests , the Netherlands

Names of streets and squares are used without articles: Oxford Street, Wall Street, Trafalgar Square, Russell Square. There are a few exceptions: the High Street, the Strand, the Red Square.