Learn more about Alba
The word ultimately comes from a Celtic word referring to the whole island of Great Britain, hence the early classical name Albion. It was used by the Gaels to refer to the island as a whole until roughly the ninth or tenth centuries, when it came to be the name given to the kingdoms of the Picts and the Scots (Pictavia and Dál Riata), north of the River Forth and the Clyde estuary, traditionally considered to have been unified by Kenneth Mac Alpin.
As time passed that kingdom incorporated others to the south. It became Latinized in the High Medieval period as "Albania" (it is unclear whether it may ultimately share the same etymon as the modern Albania or the ancient Albania in the Caucasus). This latter word was employed mainly by Celto-Latin writers, and most famously by Geoffrey of Monmouth. It was this word which passed into Middle English as Albany, although very rarely was this used for the Kingdom of Scotland, but rather for the notional Duchy of Albany. From the latter the capital of the U.S. state of New York, Albany, takes its name.