1) islands: groups of islands have plural names with "the".the british isles 2) but an individual island doesn't take "the" 3) cities: the names of cities,towns.villages do not have"the"

1 The Philippines,  The Bahamas, The Canaries, The Bermudas
2 Madagascar, Kalimantan, Sakhalin, 
3 Moscow, Kapetown, Odessa, Tomsk