The only exceptions I see are anglicized alternative names ("Munich" instead of "München") but even then the local pronunciation should be preferred.
Ah, sorry, but nowadays no pronunciation is "wrong" - that is unspeakable oppression.
We've achieved full Humpty-Dumpty - "it means just what I choose it to mean—neither more nor less."
The only exceptions I see are anglicized alternative names ("Munich" instead of "München") but even then the local pronunciation should be preferred.