Cote d'Ivoire is literally Ivory Coast. It is named for its trade in ivory, both raw and carved. With the restrictions on the gathering and exportation of ivory to many countries, I don't know what...
well, I'm not sure who named it or when, but in French, "Côte d'Azur" means "Azure Coast." So it's probably referring to the bright blue of the water along it's coastline.