Newfoundland is the oldest part of Canada, so I think it was named WAY before the word dildo was applied to the other thing...for the life of me, I'm not sure how this coincidence could occur, but it has. And yeah, people from Dildo don't appreciate the giggles, I don't think. :P

There's also Come-By-Chance, Newfoundland, (which I always thought of as rather romantic, though could also be dirty).

I lived for a year in Newfoundland, and loved every minute of it, as you can probably tell. :)