A place in the Canadian province of Quebec (I kid you not).
Early French discoverers travelled by canoe across Lake Témiscouata, and came to a dead end at a small bay. They named the bay haha; after an archaic French word for obstruction. A few settlements kept the name, including the town of Saint-Louis-du-Ha! Ha!, named after its founder Louis Marquis. The exclamation marks were added later by cartographers, who mistook the name as some sort of exultation.