The city of Bangkok's actual full name in Thai is pronounced something like this: “Krung Thep Mahanakhon Amon Rattanakosin Mahinthara Ayuthaya Mahadilok Phop Noppharat Ratchathani Burirom Udomratchaniwet Mahasathan Amon Piman Awatan Sathit Sakkathattiya Witsanukam Prasit.”
It is the longest city name in the world and loosely translates to: “The city of angels, the great city, the residence of the Emerald Buddha, the impregnable city (unlike Ayutthaya) of God Indra, the grand capital of the world endowed with nine precious gems, the happy city, abounding in an enormous Royal Palace that resembles the heavenly abode where reigns the reincarnated god, a city given by Indra and built by Vishnukarn.”
I used to live in Thailand. I celebrated my 21st birthday in Bangkok where I shared a birthday with Thailand's former King Bhumibol Adulyadej. In Bangkok people had trouble pronouncing my name “Paul” so they just called me “P”. That's probably a similar reason why they shortened the name of the city to “Bangkok”.