Hey, you just won a gold medal in the 1956 Summer Games. What are you going to do?
I'm going to DISNEYLAND!
But on their way to Disneyland, all those medalists got caught in a fog bank, strayed off course, and wound up in present day Washington State.
They built and named the capital Olympia in honor of their feat, and named the rest of the cities after themselves: Sue Seattle, Ben van Couver, John Yakima, Patty Portangeles, Wanda Wallawalla, ...