You're correct, they don't call their capital Bangkok.
The capitals name is:
Krungthep Mahanakhon Bovorn Ratanakosin Mahintharayutthaya Mahadilokpop Noparatratchathani Burirom Udomratchanivet Mahasathan Amornpiman Avatarnsathit Sakkathattiyavisnukarmprasit.
Damn. Check out the big brain on ASA Vet!
Funny, I always thought it was Bangkok