Since I lived many years in New England area, I'm used to that. Many of the New England towns are named for old England places and they copied the pronunciations. One exception is the Thames River of CT. We pronounce it "thames" (th-sound, long-A); in England it's pronounced "tems" (hard-T, short-E).
So, what do you call Worscestershire* sauce? 
*woostah-sheer
