I've known the term "dum-dum," referring to a particular kind of ammunition, for years, but it was only just now that I found out where the word comes from: the Wikipedia entry for dum-dum says it originally referred to ammunition "produced in the early 1890s at the Dum-dum arsenal near Calcutta in British India."

Wikipedia isn't always accurate, but I'm inclined to believe that, because it corroborates my guess about the etymology; what led me to that guess was a reference to "a factory in Dum-Dum" that made bullets, in Zadie Smith's novel White Teeth.