The Road Warrior has Max's dog, named Dog. This was also the name of the dog actor.
The Aliens from the Alien franchise. The closest they have to an in-universe name other than "Aliens" is "Xenomorph", which means "Alien form". In Alien: Resurrection, Call refers to the species as "Aliens", both in talking to Ripley-8 and when calling them to attack the villain over the intercom.
In the comic book spinoffs they're sometimes referred to as "Linguafoeda Acheronsis", but that probably doesn't count.
In Cowboys and Aliens, nobody bothers to give the dog that follows Lonergan around a name. Except Emmett, who calls it "Dog."
Basement Jack: "You named the dog Dog?"
Turned on its head with Tarzan's pal Cheetah, the chimp.