So here’s another example of a place name with a preposition-like beginning: "Down Under" means "Australia"
http://www.mcnamarareport.com/mcnamarareport-downunder/
Title: McNamara Report & Panasonic Go Down Under for UNESCO World Heritage Our Place Project
Notice that in the title they don’t say "go to Down Under"? It’s the same reason you don’t put a "to" in "I’m going downtown tonight"