In Lovecraft's "The Case of Charles Dexter Ward," the avenue upon which Charles Dexter Ward makes his escape from the North Burial Ground in his home town of Providence.

Ward enlisted four men to help him exhume an ancient grave in the area, and they succeed just as the night watchman approaches.

As reported in the Providence newspaper (in an article that Ward removes from his parents' copy of the periodical):

(...)Sergt. Riley of the Second Station viewed the spot and gave the opinion that the hole was dug by bootleggers rather gruesomeley and ingeniously seeking a safe cache for liquor in a place not likely to be disturbed. In reply to questions Hart said he thought the escaping truck had headed up Rochambeau Avenue, though he could not be sure.

Boy, was he wrong.

This indicates to me that the term "Rochambeau" and its variants are possibly couched in England/New England origins.