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Also Tsar' / Czar
Bolshey [from Bol'shevik] (not sure about in America, but here in the UK it is quite common and known by most)

For vose of you oo fink ve Russians are ve only ones wot can't say ththththth - wevver, muvver, bruvver, bovver, fink, teef, feoof - ring any beh-ooz?[/quote]

OK, an initial voiced th is not...

We have already discussed this (I did one of my monologues again):
http://masterrussian.net/mforum/viewtopic.php?t=5026&highlight=

and in fairness, English has done pretty much the same to Москва...

The US isn't responsible for the English language.

шахматы