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It doesn't match with the pronunciation of the letter in Russian at all. A transliteration closer to the spelling would be rather "shj", "sh' " or something similar.

Besides, I've seen it transliterated like this in French ("chtch") and German ("schtsch") as well.

Why is that so? Is it etymological?

almerillat
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Let me quote my own answer to a related question, Difference in pronunciation between “щ” and “шь”?:

As for щ, it is a long alveopalatal consonant, IPA symbol for it is /ɕː/ (you can listen to the sound there, and there is also the sound for the Russian word 'счастье' [ˈɕːæsʲtʲjə] in which 'сч' is pronounced as 'щ'). Roughly speaking, in Standard Russian it is pronounced like the English 'shsh' in the phrase 'the dish she likes'. Some people pronounce щ as 'шч', but this pronunciation is considered obsolete.

The fact is, that although now the standard pronunciation of щ is /ɕː/, it used to be pronounced as /ɕtɕ/ and is still pronounced so by many people, that is why it is traditionally transliterated as shch in English. Note, that when the Cyrillic script emerged in the 9th century, щ stood for the consonantal cluster [ɕtʲ], and later in Russian [ɕtʲ] > [ɕtɕ] > [ɕː]. Thus, the tranliteration of this letter as shch reflects the previous stage of its pronunciation which is dying out now.

Yellow Sky
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  • Спасибо. Значит, транслитерация базируется на традиционном произношение. А в каких местах произносится традиционным образом ? Спрашиваю, потому за год жизни в Сибири ни разу не слышал этого произношения. Причем в других местах СНГ, где был, тоже не слышал... – almerillat Apr 05 '17 at 20:21
  • @almerillat - Я про Россию точно не знаю, возможно в Питере. И скорее всего в Одессе и вообще по Украине, под влиянием украинского языка, в котором щ произносится как [ʂtʂ]. – Yellow Sky Apr 05 '17 at 21:02
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    @almerillat В Ульяновской области "щи" произносят как "счи" А между гласными "щ" произносят как "шш" с отвердением последующей и до ы. Блестяшшый.

    В Питере щ произносят как щ.

    – alamar Apr 05 '17 at 23:31