Gazetteers (geographical indexes or dictionaries) are generally catalogued and are housed in various branches; the bulk however are located in the Hargrave-Andrew Library, Map Collection. Gazetteers can be found using Search. Try using the country and gazetteer? or geographical names as search terms in the keyword field, eg korea geographical names
A number of gazetteers are freely available on the web. Below is a selected list of these.