As Andy says above and - as regards the pronunciation of Arkansas specifically -
"The spelling of the term represents a French plural, Arcansas, of a name applied to the Quapaw people who lived on the Arkansas River; their name was also written in early times as Akancea, Acansea, Acansa (Dickinson, 1995). This was not the name used by the Quapaws themselves, however. The term /akansa/ was applied to them by Algonquian speakers; this consists of /a-/, an Algonquian prefix found in the names of ethnic groups, plus /kk�:ze, a Siouan term refering to members of the Dhegiha branch of the Siouan family. This stem is also the origin for the name of the Kansa tribe and of the state of Kansas; thus the placenames Arkansas and Kansas indirectly have the same origin." [William Bright, "Native American Placenames of the United States," 2004]
So, the sounding of the word is a combination of French and Native American language influences. After all, Americans do not pronounce everything phonetically!