It is sometimes believed that before the 20th century, except Iranians themselves, other peoples used different names for Iran, one of the major names was Persia which was mostly used by the westerners, there were some other names too, for example Arabs prefered to call this country bilad al-Ajam which meant "land of foreigners" in Arabic.
But it is interesting to mention that there are several sources from the Ottoman archives which show Ottoman Turks also used the name of Iran, some of them have been mentioned here: http://darvakebaran.blogspot.co.uk/2012/06/blog-post_25.html
This is an Ottoman map of Iran from 1142 Hijri (1730 AD):
Or this is an Ottoman letter from 1886 AD: