Have you ever heard of the National Geospatial-Intelligence Agency? Sounds pretty neat! They have a (updated monthly) full listing of locations around the world as well as their Lat/Lon coordinates. However, it’s 200MB!

Update
So I determined that the NGIA is focused on ‘foreign’ (with relation to the US) designations, whilst the USGS GNIS handles US and Antartica (’did he just say Antartica’). Hrm, I wasn’t aware Antartica was considered part of ‘the Homeland’ of the US. Guess the boys in brass have their eyes on getting a certain section of land…