Not seeing why the question should be restricted to Spanish. Counterexamples not mentioned so far:
- Bulgarian: Varna, not Sofia.
- Macedonian: Ohrid, not Skopje.
- Germany: Saxony, not Berlin or Vienna. (And in the Middle Ages, Swabia, not Saxony.)
- Greek: Koine, but basically Peloponnesian, not Old Athenian.