Beesley is said to have chosen the name because the weapon's shape reminded him of a musical instrument called a "bazooka," which was a type of large, cylindrical musical instrument popular in the early 20th century. The name stuck and the weapon became known as the "bazooka" ever since.
Interestingly, the original bazooka musical instrument was actually named after an Italian comedian, "Bazooka", who was known for his comedic use of a large, cylindrical instrument in his shows.
So, while the word "bazooka" itself wasn't borrowed directly from any language, it was inspired by a popular musical instrument which in turn was named after a comedian.