Tried Ulanbataar, Ulanbatar, Ulanbaatar, Ulaanbatar, Ulaanbataar, Ulaanbaataar and Ulanbaataar before trying the right one. Perhaps you should be less strict on the double A's ?
I saw innumerable variations on the spelling of Mongolia's capital when I was there. Every restaurant menu, road sign, or brochure seemed to spell it differently.