Were it in any of 49 states, the town of Unalaska would make perfect sense. But there's nothing unalaskan about this town since it's in Alaska. If this seems like an oxymoron, stop thinking in Latin-based languages and look to the language of the indigenous Aleut. They named it Ounalashka ("near the peninsula") and in the 1700s, incoming Russian settlers Westernized it to the current spelling.
Don't go to Happy, Texas, looking for mood enhancement. It got its name because of nearby Happy Draw, a waterway serving cowboys in the mid-1800s. At the turn of the century, there were signs that Happy might boom. It got a post office…but not a railway stop. And thus it remained a small farm town, with a population hovering well below 700. There's not much to see there besides a grain silo and a welcome sign…but the slogan remains, optimistically, "The Town Without a Frown."
And finally, there's Truth or Consequences, a town name that sounds like a game show…or possibly a Western romance title. Actually it's the latter. The New Mexico town voted to name itself that in 1950, after radio host Ralph Edwards publicly wished that someone would name their town after his program. Edwards came and broadcast his show live there the same year…and according to the Chamber of Commerce, he returned every year for 50 years.