According to Treccani (http://www.treccani.it/enciclopedia/nomi-propri-prontuario_%28Enciclopedia-dell%27Italiano%29/), there are no strict rules mandating the use of the article preceding toponyms, but there are rules of thumb:
- Normally, you won't add the article for names of cities/towns or small islands, unless the name itself contains the article (eg. Los Angeles)
- Names of rivers, lakes, mountains and large islands "want" the article. Also names of archipelagos (eg. "le Hawaii"). For cities/towns it will be added when you're refering to a part of it, when you're talking about historical times (la Roma imperiale), or when adding attributes to the name (la splendida Parigi).
- Finally, country names "want" the article (L'Italia, La Norvegia), but there are special cases where you drop it or it may be optional (see the examples in the last paragraph of the article)
Indeed, but it still applies: https://it.wikipedia.org/wiki/Hawaii You'll see "le Hawaii" everywhere. They include it even in the name for the former Kingdom: https://it.wikipedia.org/wiki/Regno_delle_Hawaii
I guess the fact that it is an archipelago takes precedence?
Edit: but remember that those are rules of thumb, anyway.