French names are in italics; the year in which each province entered into Confederation is in parentheses.
Provinces:
- Newfoundland (Terre-Neuve) and Labrador (1949): The former's origin is pretty obvious. As the easternmost part of Canada, it was the first to be discovered by European explorers. The origin of Labrador's name is a little cloudier: most sources claim that it comes from the Portugese term "lavrador", meaning "landholder."
- Nova Scotia (Nouvelle-Ecosse) (1867): Latin for "New Scotland." Formerly known as Acadia, a French variation of the Greek "Arcadia".
- New Brunswick (Nouveau Brunswick) (1867): Originally part of Nova Scotia, New Brunswick was eventually settled by Loyalists who named the new region after King George III's ancestral house.
- Prince Edward Island (Ile du Prince-Edouard) (1873): Originally L'Ile de Saint-Jean (St. John's Island), the name was changed to honour Prince Edward, the father of Queen Victoria and a British naval commander.
- Quebec (1867): The provincial name comes from the name of the capital: "Quebec" means "narrowing of the river" in Algonquin. Quebec City is, not surprisingly, located on a strait of the St. Lawrence river.
- Ontario (1867): An Amerindian word meaning "beautiful lakes." First used to describe the Great Lakes region of the province.
- Manitoba (1870): In all likelyhood, named for the manitobau, a Cree spirit who supposedly lives in Lake Manitoba.
- Saskatchewan (1905): From the Cree word meaning "free-flowing river." As in Ontario, the name was first used to refer to a certain region (namely, the land around the River Saskatchewan).
- Alberta (1905): Named after Princess Alberta, the daughter of Queen Victoria.
- British Columbia (Columbie-Britannique) (1871): Named for the Columbia River. Queen Victoria added the "British" part, presumably to reinforce the idea that the Empire was not amused by the idea of American Manifest Destiny.
Territories:
- The Yukon (1898): From an Amerindian word meaning "big river."
- The Northwest Territories (Les Territoires du Nord-Ouest) (1920): Pretty self-explanatory. Originally used to mean "the land north and west of Ontario."
- Nunavut (1999): From the Inuktut word meaning "our land."
See also Origins of country names and Origins of state names, which gave me the inspiration for this node...