Here are some exercises with definite article before geographic names. 
http://www.perfect-english-grammar.com/articles-exercise-2.html

https://elt.oup.com/student/result/engint/a_grammar/unit02/2c_3?cc=us&selLanguage=en

This one is for high achievers ;) http://www.usingenglish.com/quizzes/219.html