To me this looks really weird. According to Dict.cc,
The Hague [geogr.] = Den Haag {n}
First, I don't understand why it's Den Haag and not Der Haag or Das Haag (as suggested by {n} above).
Second, why does Dict.cc state that Den Haag is neuter? As far as I can say, den + [singular noun] indicates that the noun is masculine, not neuter.
And finally, why is Den Haag always used with a definite article?
By the way, both in German and English (as far as I know) it’s about the only city name that requires a definite article.