Names without the

We do not use the with names of most city streets/roads/squares/parks etc. :
Union Street (not the ... ), Fifth Avenue, Hyde Park, Queens Road, Broadway, Times Square

Names of important public buildings and institutions (for example, airports, stations, universities) are often two words:
Manchester Airport, Harvard University

The first word is the name of a place ('Manchester') or a person ('Harvard') These names are usually without the. In the same way, we say:
Victoria Station (not the ... ), Canterbury Cathedral, Edinburgh Castle, Buckingham Palace, Cambridge University, Sydney Harbour

Compare:
Buckingham Palace (not the ... ) but the Royal Palace
('Royal' is an adjective - it is not a name like 'Buckingham'.)

Most other buildings have names with the. For example:

We often leave out the noun:
the Sheraton (Hotel), the Palace (Theatre), the Guggenheim (Museum)

Some names are only the + noun, for example:
the Acropolis, the Kremlin, the Pentagon

Names with of usually have the. For example:
the Bank of England, the Museum of Modern Art, the Great Wall of China, the Tower of London

Note that we say:
the University of Cambridge but Cambridge University (without the)

Many shops, restaurants, hotels, banks etc. are named after people. These names end in -'s or -s. We do not use the with these names:
McDonald's (not the ... ), Barclays (bank), Joe's Diner (restaurant), Macy's (department store)

Churches are often named after saints (St = Saint):
St John's Church (not the St Johns Church), St Patrick's Cathedral

Most newspapers and many organisations have names with the:

Names of companies, airlines etc. are usually without the:
Fiat (not the Fiat), Sony, Singapore Airlines, Kodak, IBM, Yale University Press