cities - worldwide

[Tarmo]

Tjöck (Tiukka)

[Phinac]

Uusikaupunki

[eddydevries]

Uusikaupunki

Uusikaupunki is the Finnish name of this town (Nystad is the Swedish name, but doesn't start with the "U")

In stead of this, we can use:

Uleåborg (Oulu in Finnish)

[Tarmo]

Vittisbofjärd for Ahlainen, a former municipality and a part of Björneborg (Pori) since 1972.

And as with Q, there are no names starting with W. As a replacement for those "missing" letters, we could end this game not with Z but with Ö, since the Swedish alphabet ends with ... Z Å Ä Ö.

[laurentina]

didn't find anything with X
so Y:
Ylöjärvi (same in Finnish and Swedish)

[Akai]

next country, Spain
http://en.wikipedia.org/wiki/Spanish_orthography

A: Almería

[Eriks]

Baza

[portaonze]

Calatayud

[laurentina]

Dénia

[Eriks]

Espinama

[erasmuston]

Fuenlabrada
http://en.wikipedia.org/wiki/Fuenlabrada" onclick="window.open(this.href);return false;

[Eriks]

Grenada

[laurentina]

Huesca

[portaonze]

Irún

[Fons]

Jaca