Some fun questons

Following is a list of short questions I've wondered about for years.

1. Why is Tucson (Arizona) pronounced Tooson? Shouldn't it be Tuckson? Don't tell me it was originally Spanish, because in Spanish it would be Tuckson (or maybe Tookson). Maybe it comes from an Indian word?
2. Why is Boston cream pie pie instead of cake? Pie has a crust, cake doesn't.
3. Similarly, why is cheesecake cake and not pie, since it has a crust?
4. Why do they call movie previews trailers?

Any takers?