Dildo is in Newfoundland.
There are actually a lot of odd names in Newfoundland as many places were named by early fishermen from Wales and Ireland. the first ships captain in any cove or harbour was pretty much the governor of the area for the season. A lot of times they wanted the names to make the place sound really great.
Famished Gut - The crew were out of supplies when they got there. Gut as in a gut of land not your stomach.
Gayside - as in happy
Conception Bay - Take a guess
Blow me Down - It was windy
Come-by-Chance - It wasn't the cove they were looking for
Joe Bat's arm - Arm as in a spit of land. the ship captain that had the rights to it was Name Joe Bat
Cow Head - I guess there was a cow involved
Hearts Content -
Hearts Desire -
Little Hearts Ease
Whitless bay - no idea
Nicks Nose Cove - Maybe only Nick knows. ;)
I am sure there are more, but That's the only ones i can think of at the moment.
Here a ad for Newfoundland using some place names.