I think most of those “this is how the locals say it” things are clinging to a fading past. My favorite was a Kitchen Nightmares episode where the owner tells Gordon Ramsay that New Orleans is pronounced “Naw-Lins” (with some drawl, not sure how to write that exactly), but every other time before and after, he says “New Orleans”.

I grew up near Baltimore, which people variously insisted should be “Bee-mer”, “Balmer” or… A couple others. The only one I’ve seen actually play out is residents of NYC primarily referring to it as “The City”, but that one is also pretty normal, so it makes sense that it would survive.