In reply to your note, Alex: First of all, I'm a Spanish-English translator, not a French translator, so anyone out there is welcome to set me right if I'm wrong. However, have a look at a few of these websites: When I search "Colombie" in the website of the French Embassy embassy in Washington, only three references came up and none were for the District:
http://fr.ambafrance-us.org/spip.php?page=search-results . That site seems to prefer "D.C." to writing it out.
You might try googling the names of reputable French newspapers + the versions you a wondering about to see how they print it. I put an emphasis on reputable.
peer agreement (net): +10