https://en.wikipedia.org/wiki/Names_of_Germany - "Because of Germany's long history as a non-united region of distinct tribes and states before January 1871, there are many widely varying names of Germany in different languages, perhaps more so than for any other European nation."
I like 'Navajo: Béésh Bich’ahii Bikéyah ("Metal Cap-wearer Land"), in reference to Stahlhelm-wearing German soldiers.'
It mostly happens to "Deutschland", actually: Germany (English), Allemagne (French), Tyskland (Danish), Německo (Czech). Only in the Netherlands (and Flanders) is the name used that they chose for themselves (Duitsland).
This apparently confused the English so much that they called the inhabitants of the Netherlands "Dutch".
It's especially common when the two sides have difficulty communicating: "What do you call yourself?" "Ger man." (Spear man [1]) "... henceforth the lands east of the Rhine shall be known as Germania."
Usually, at least in Europe, if it's not due to linguistic drift or somesuch, it's because the name is just being translated. For example, the French name for the Netherlands, "Pays-Bas", is just a literal translation of "nether lands".
My guess for Germany, which certainly seems the weirdest, is that it's a result of that process happening and the name getting fixed at different times for different languages, combined with the region having a rather complicated political history.
Germany comes from Germania which is Latin. Deutschland is deutsch + land, and deutsch can be traced to proto-germanic origins (common root with Dutch, I believe). So Germany is not actually one of these cases; it's an externally assigned name.
Croatia - Hrvatska is another... BTW people in the Netherlands will say Holland as well... when the Dutch team play soccer, hup Holland (come on/let's go Holland) is a common chant (there are even songs with that name)
I like 'Navajo: Béésh Bich’ahii Bikéyah ("Metal Cap-wearer Land"), in reference to Stahlhelm-wearing German soldiers.'