Tanzania is the name of a country in Africa. Tanganyika is, among other things, the older name of that country, more or less. It is a formerly used term that should no longer be used to refer to that country.
Wikipedia has this wrong on the indicated page on August 16th, 2014. Any wiki authors out there, please feel free to fix. I recommend changing the term “Tanganyika” to “Tanzania” and deleting the rest of the sentence.
Why not change this myself? Here’s why.