NGA (NIMA) International Geographic Names Search Engine. This site allows you to search for nearly all named features around the world. It gives the latitude/longitude location and the 1:250,000 sheet number covering that spot. It does not include the USA - see USGS Names Search below.
Canadian Geographic Names Search Engine. This site allows you to search for the location of Canadian geographic names and features. This site is frustratingly slow and often not working.
Reference Links
CIA World Factbook. A great place to find a wide variety of information on countries around the world. This is the public version published by you-know-who.