Street names in Thunder Bay change for two reasons: an old city limit was reached, or two formerly different streets were merged together to make a new arterial road. Copenhagen-Hodder-Cumberland-Water-Fort William-Simpson-Arthur-West Arthur is the most notorious in Thunder Bay and features several examples of both. Fun fact: the Arthur-West Arthur portion is a straight line for a longer stretch than any road in Winnipeg. (I've checked this, I couldn't find one straighter for a longer stretch in the city proper)
In Thunder Bay, Copenhagen Road is what used to be the boundary between Port Arthur and Shuniah. South of the expressway, it becomes Hodder Avenue, a street that was until the 1950s or so not connected to the street that it becomes now, which is Cumberland. Cumberland forks at Marina Park Drive into Cumberland (which is a continuation of Marina Park Drive) and Water (which is the main road). Water was built in the 1980s as part of an urban renewal project and is made up of two pieces: a by-pass of downtown that runs parallel to Cumberland, and a new connection between Cumberland and Fort William Road. At Red River Road, the numbering flips at 0 and starts counting up as you head south. I mention the numbering because it's important later on! Cumberland merges into Water about a mile south from where Water Street splits off of Cumberland. Water Street continues on its own for another mile and a half before reaching Fort William Road, which itself is running at a slight angle to Water Street. After this intersection, Water Street is now Fort William Road, which continues south for about two and a half miles.
Now, this is the first fun-with-numbers part: The even/odd street numbers flip at William Street, the dividing line between Port Arthur and Fort William. 1100 Fort William Road is across the street from 1100 Simpson Street. The numbers will now start counting down. Simpson continues south for two miles, passing Victoria Avenue (which was once its terminus) and continuing along a curved segment to link it to Arthur Street, and now you're heading west. Once you get to Edward Street, about two miles away, the street numbers have gone up to 2800. Cross that street, and they reset to 100. You're now on a new street, called "West Arthur Street". All the roads parallel to it get called "West Whatever Street". East of it, they're just "Whatever Street", except "Victoria Avenue" which does have an East; East Arthur Street was a different street on an island and it's now called Baffin Road. Anyway, West Arthur continues westward, and once it leaves the city, it becomes Highway 130 and then ends at the Trans-Canada Highway a mile later.
The address flipping and resetting is part of why Thunder Bay can't unify its street names. It would require readdressing half the city. Some new streets are being built with a new co-ordinate system with the northern limit of the city as a baseline, which means 2260 Sleeping Giant Parkway backs onto 59 South Water Street. What is probably intended as a solution to this problem is instead going to just make finding shit even more complicated. As for why the numbers flip: Fort William and Port Arthur did that on purpose to make amalgamation cumbersome.
Others:
Waterloo Street leads north off of Walsh Street and used to continue into Port Arthur with the same name even though they were never physically connected; the Port Arthur stretch was renamed Waterford in the 1980s to reduce confusion. Today it merges into Balmoral Avenue (which itself is made up of three streets connected to each other, and has its own separated stub that retains the name Balmoral Street on the other side of the river where the main street ends). Balmoral continues north and after a bit of a zig zag continues along what was once called Lyon Street (but since we also had a Lyon Boulevard, they renamed that Balmoral Street). Balmoral Street then reaches John Street, and continues north as Algonquin which ends at Clarkson Avenue. But John street is interesting, because:
John Street starts at Water Street, and it heads west for a bit less than a mile, at which point John Street runs parallel to John Street for one block (there are no houses in the gap, so both streets share the name) and then at High Street, the main street becomes Oliver Road, and it retains that name to its end in Kakabeka Falls. John Street stops at Crown Street (parallel to High Street), but then John Street continues westward from High Street just north of the intersection with Oliver Road and John Street, and it travels up a hill until it meets Balmoral Street, at which point it bends. As it continues east, you reach a really fun arbitrary point where two surveyed sections of the Dawson Road meet with two surveyed sections of McIntyre Township, and at this point, John Street continued northwest as Valley Street, which then bends due west and becomes Pioneer Drive, which eventually ends in the bush. At the point where the name changes, however, there is a new street that runs between two of the sections of McIntyre Township: It's called John Street Road. It's the road that led to John Street.
The other confusing one is James Street. James Street starts at City Road, which is across the river from the city, goes along the CN Swingbridge, travels north, past what used to be the northern limit of Fort William. At that point, the street bends eastward and travels toward the lake. The street numbers on this road continue the pattern they had as a north south street. This is contrary to every other street in the area. They count up as you head east. Once you hit Edward Street (which itself has multiple names), the name of this street is William Street (so called because it separates Fort William and Port Arthur). This street starts counting around 1100 and goes down as you travel toward the lake. It's split into 3 separate, disconnected portions.
And then there is Edward Street, the street at which the street numbers reset. It travels north from Gore Street in the southernmost part of the city, and once it hits the point where Port Arthur and Fort William meet, it keeps its name. Until it gets to the Harbour Expressway (which is Main Street east of Fort William Road and Shabaqua Highway west of the Thunder Bay Expressway), which is where it gets the name Golf Links Road. (It was the road to a golf course in the early 1900s). It travels north, past Oliver Road, and goes around a bend. At this bend, it used to take on the name "Junot Avenue", but they recently changed it to Golf Links so that the name change was at John Street instead of an arbitrary bend. Fun fact: in a couple years, a new street will branch off at that point and continue north, meaning Golf Links will make a sharp right turn at a controlled intersection. (They shouldn't have renamed it.) Once it's called Junot, it continues north, passes Red River Road (where its cardinal direction changes from South to North) and it continues about a half mile to a bend where it gets the name River Street, and the addresses start counting down. River Street continues to the waterfront without changing its name again.
We also have Red River Road, which most people think just changes its name to Dawson Road once it crosses the highway.
Red River Road starts at the waterfront, and along a stretch that used to be called Arthur Street (renamed in 1986 to avoid confusion with the other Arthur Street), it goes to St. Patrick's Square, which was formerly a square (a literal square, a large open area where many streets met in a box shape). Waverly Street splits off of Red River just before Algoma (which I am realizing is yet another name changing street) and then merges back into it at St. Patrick's Square; it was the original route this street took, before it was deviated because horses were sliding down the hill backwards in the 1800s when the Dawson Road (which is the route this follows) was created. From St. Patrick's Square to the city limits (which was Carl Avenue, which is west of the Expressway) this road was called Red River Road. It was always that. Dawson Road today starts a block further east than it used to, and continues all the way to Winnipeg. The Dawson Road in St Boniface is the same stretch of surveyed road that started here.
And what I think is the last one (it must be the last one. I won't write about any more because no one is reading this anyway) is May-Memorial-Algoma. May Street is the second North-South route in Fort William after Simpson Street, and once it hits William Street, it becomes Memorial Avenue (and just like before, the numbers flip around; but there is no 1100 across from 1100 here; May Street only gets up to about 900 before it changes). Memorial Avenue was built after WWI as a tree lined boulevard to honour fallen soldiers (it's now a stroad lined with fast food places and shopping malls). It bends at its midpoint to kind of line up with Algoma Street, which was one of Port Arthur's main north-south streets. This one isn't really as interesting.
It's hard to describe to people where they should go to get to things because of the street changes, I usually just omit the name changes (continue down Simpson until you hit Red River; the two never actually intersect) but on a few occasions, the person came from that direction and thought I was confusing them. I once had to lead a transport truck that got lost in front of my house to a truck stop that was nowhere near my house; he paid me in American money.