The "Sahara Desert" probably does sound redundant to those who speak the language in which "sahara" means desert. I have enough Spanish to be annoyed by "The Rio Grande River."
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This one is an error rather than a sloppy usage that's gained acceptance, but it's a common enough error (in my students' essays, for instance) and for years (until a building renovation apparently included the phone system) was on the outgoing phone message of the local library:
If you know the extension of the person for whom you wish to leave a message for...
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