There's no rule. The answer is to look it up. Usually, any map, including Google Maps, will give you the answer.
In the United States, these things are officially decided by the U.S. Board on Geographic Names, which usually follows local tradition. Bear Mountain is Bear Mountain, Mount Rushmore is Mount Rushmore, Pike's Peak is Pike's Peak, and Denali is just Denali.
If you know the official name of the mountain, it is not correct to change the form. You mustn't call Mount Washington "Washington Mountain," and you mustn't call Steamboat Mountain "Mount Steamboat."