-- the city that gives the area its name is simply Jackson. There's also no "La Jolla, Calif." -- La Jolla is a section of San Diego. I hope we all know that the Pentagon isn't in Washington, but what about all those casinos on the Las Vegas Strip? Not in Las Vegas; try unincorporated Clark County.
Whether to go all copy-editor on people's asses about such things is another question, of course. I think the Jackson fact is worth enforcing, but you could argue that La Jolla is grandfathered in, the same way "Hollywood, Calif." exists in spite of its nonexistence. I would argue back that we shouldn't say "La Jolla, Calif.," the same way we don't say "Georgetown, D.C." But I would let the Las Vegas casinos be Las Vegas casinos.
"Wimbledon, England" also gets the Hollywood exception, I think, even though technically it's more like "the Wimbledon village of London," but I don't favor rolling over so easily for other violations of the city-state and city-country syntax. Brooklyn, N.Y.? Oh, all right -- it once was a city. But there's no Queens, N.Y., or Bronx, N.Y., or Staten Island, N.Y., or Long Island, N.Y. Go ahead and use "Bayside, Queens" and "Sayville, Long Island" for New York street cred, but screw the stylebook and give readers a little credit when it comes time to choose between a simple "Queens" or "Bronx" and "the Queens (or Bronx) borough of New York City."
"Darfur, Sudan"? No. It's the Darfur region of Sudan.
In a related note, my expertise on Scotland is a little shaky, but the "Gleneagles, Scotland" we keep hearing about as the location of the Group of Eight meeting appears to be a resort, not a city. The actual place that merits the comma-Scotland treatment seems to be either Perthshire or Auchterarder.
What have I left out? (Or screwed up?)