If you've ever wondered why Georgia (the US state) and Georgia (the country) are both named Georgia, Noreen Malone of Slate has the answer:
Why does a country that was formerly part of the USSR have the
same name as a state in the American Deep South?Both got their present-day monikers from the British. The name of the country comes from the Russian word Gruzia, which was in turn derived from the Persian and Turkish versions of the name George, Gorj and Gurju. It's not clear when the Brits started using the word Georgia in place of Gruzia, but scholars believe the switch happened sometime in the late Middle Ages. [...]
The American Georgia, on the other hand, was named after King George II of England, who granted the state its charter in 1732. The –ia suffix, meaning "state of," comes from the Greek and was tacked onto the end of many place names via the vast imperial and lingual legacy of the Romans. The name George became popular in Western Europe only after the Crusades, when knights traveling to the Holy Land came in contact with the widespread veneration of the saint among the Eastern Christians—in places like Georgia. (George became the patron saint of England in the 1340s.) Meanwhile, the saint's name derives from Greek and refers to a tiller of land. In that respect, both Georgia and Georgia live up to their names.
Link - via Super Punch
In Indian they are known as Gujar, and in Persian they are known as Gurj. It's likely the transference of the name occured when the Persian invaded and occupied India.
That punch line was stolen from John Stewart
http://www.thedailyshow.com/video/index.jhtml?videoId=179655&title=recap-week-of-8/11/08&tag=generic_tag_barack_obama&itemId=108470
at the 1:30 mark
http://www.demotivatorblog.com/2008/08/14/war-demotivator/