The Open Guide to London: the free London guide

At least according to tube stop names, Earl's Court has an apostrophe, but Barons Court doesn't. Apparently, the latter probably had an apostrophe at one point, but it got lost:

http://www.linguistlist.org/~ask-ling/archive-most-recent/msg04651.html

And let's not even think about St James's Park ...

See also: Easily Made Mistakes.