Why do Brazilians have so many different words for "OF"?

I always thought that in Portuguese, "DO" meant of.

But I see one city called Rio DE Janeiro
A state called Rio Grande DO Sul
A mountain called Pico DA Tijuca
A waterfall called Cascada DAS Andorinhas
A valley called Valle DOS Vinhedos

Can someone explain to me, why they have so many different words for "OF"?
Does this exist in Portuguese Portuguese too, or only in Brazilian Portuguese?
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+1 y
There was another one that said "Museu DA Grotta DO Maquiné"

Two different versions of "OF" in one name. Someone needs to explain this language to me.
Why do Brazilians have so many different words for "OF"?
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