One of the best dictionaries to suit your requirements is the Oxford Dictionary of English (ODE) - this is a single volume as opposed to the multi-volume Oxford English Dictionary(OED).
It contains 12,000 encyclopaedic entries and is available from Amazon for £23.49
For what it's worth, I have the 30th anniversary edition and it contains the usual geographical proper names as before, as well as writers such as Horace, Wordsworth, Mark Twain et al.
If you read this thread from the start you will see that Rosie wants a Collins dictionary that contains proper nouns; Chambers lasrgely does not do this.