Short story. Warsaw is the capital of Poland, and through it runs a major river of Poland; the Vistula. We call them Warsaw and the Vistula, but in Poland they're, phonetically "Varshava" and the "Veeswa". That's what they call them. We don't, though; we anglicised it and made it our own. As far as we're concerned the Polish can call them whatever the hell they like, but we call them Warsaw and the Vistula, and that isn't changing.
The founder of Warsaw stood on a hill somewhere near a trade village next to a large river, and said "This town will henceforth take on the name Varshava, until the end of days."
But we call it Warsaw.