Hi Jelena,
thanks for understanding that the "Nueva York" and "Warsaw" examples were intentionally extreme to make the point of my question clear. If I understand correctly, you are saying that WikiTreers should be entering the name as it would have been officially known at the time, and if there were multiple "official" languages at the time, we should use the one which fits the language most probably spoken by the individual being profiled. Is that a fair summary? You used the Sorb character set in your comment - would you suggest use of Cyrillic, Hebrew and other character sets, as well? Or is there a WikiTree consensus concerning transliteration practices for non-ASCII (or non-European) character sets? What about Peking/Beijing?
p.s. (added as an edit): What constitutes an "official" language? I know that many cities and states (including "Neuva York", Philadelphia, Miami, Los Angeles) print official information and forms in Spanish. But I don't believe that Spanish is formally an "official language" in the contemporary United States.