In the ero-gameHeart de Roommate, the Genki Girl of the True Companions bestows nicknames on those she feels sufficiently close to. The male protagonist is upgraded from "parasite" to his actual name, and one of the other girls is actually nicknamed "Moe Moe".
Since Commander Shepard of Mass Effect has a Hello, Insert Name Here first name, if the player chooses to make Shepard female and to pursue a flirtation with Lt. Kaidan Alenko, their growing intimacy is indicated by Kaidan switching from "Commander" to Last Name Basis, and Shepard can comment on the increased familiarity. Shepard, meanwhile, starts calling Kaidan by his first name.
Male Shepard starts out calling Ashley either "Chief" (her rank) or "Williams" (her surname), but by the end of the game he has taken to calling her "Ash".
It's averted with the other squad members, probably because unlike Kaidan and Ashley, none of them are members of the same military as Shepard, and therefore there are no concerns of rank versus familiarity to worry about and Shepard is free to call all of them by their given names.
In Mass Effect 2, Joker and EDI (the pilot and shipboard computer, respectively) spend most of the game sniping at one another. At the very end, after Joker risks his life to put EDI in charge of the entire ship, their relationship changes to the point where she starts calling him "Jeff."Aww...
Also, Joker originally always referred to EDI as "it," to indicate his contempt for the machine, After the above event, he starts referring to EDI as a "she," in much the same manner as her calling him "Jeff" instead of "Mr. Moreau."
Inverted with Miranda and Tali, the only time Shepard doesn't refer to either by their first name is during their respective romance arcs.
In the second episode of Strong Bad's Cool Game for Attractive People: Strongbadia the Free Strong Bad denies The King of Town's authority after being put under house arrest for not paying the new and retroactive e-mail tax he hadn't found out about yet, and declares he will simply call him "The of Town" from now on.
In Persona 3's english version, Mitsuru Kirijo will always use the last names when addressing or referring to anyone else in SEES, contrasting everyone else who uses first names instead. The only people she refers to on First Name Basis is Akihiko (whom she's known for years), and the protagonist if you advance her Social Link sufficiently. In the latter case, she even lampshades the switch.
Another interesting case in the same game is Junpei, who addresses all of his female classmates (but especially Yukari) by their first names with "-chan" or the playful and quite familiar suffix "-cchi" appended. Since this doesn't translate so well into English (where using first names with your classmates is normal even if you don't know them personally), a woolseyism changed it into having him call Yukari "Yuka-tan", an extremely familiar manner of address that carries over the mocking tone of the original (and which only people already well-acquainted with Japanese culture would know, but then again most of the game is like that).
Of course, what makes "Yuka-tan" a Woolseyism is that, even if the audience is unfamiliar with Japanese Honorifics, having a classmate mock your first name by associating it with "Yucatán" is funny in and of itself (and quite in character for Junpei.)
Another change is that the upperclassmen are referred to as [given name]-senpai in the English version as opposed to [family name]-senpai in the Japanese.
In the Playstation Portable re-release of Persona 3, at the last stage of Akihiko's romantic Social Link with the female protagonist, he asks her to call him by his given name. The English translation preserves the intimacy implied in his request by having him ask her to call him "Aki," a nickname previously only used by his best friend.
In Persona 4 in both English and Japanese Rise oddly insists on calling Kanji by his first name without honorific (which he's taken aback by) for no explained reason. They are the same age but so is Naoto who at least gets a Kun suffix and they only just met. The upperclassmen (Protagonist, Yosuke, Chie and Yukiko) get a sempai suffix from her.
In the anime series, the protagonist (called Yu Narukami here), eventually gets on First Name Basis with Yosuke and Rise about halfway through the series.
Gary Smith from Bully seems to have trouble getting through his sentences without using the name of whoever he's talking to.
Most of the girls in Fate/stay night call Shirou by his first name. Saber does it without much prompting, and Rin just starts calling him that for no particular reason. Ilyasviel von Einzbern prefers that everybody she meets or murders call her Ilya, and she calls Shirou by his first name whenever she isn't calling him onii-chan. (In Rin's case, this actually grates on Shirou, and he unhappily compares himself to an adopted stray cat in his head, though he is also too scared of Rin to complain.) The only close girlfriend of Shirou that doesn't initially call him by his first name is Sakura, who prefers to be formal to her sempai.
In Sakura's case, it's clearly more than just formality, because in the HF true end she continues doing it even when he's not even her sempai any more (Taiga calls her out on this). Most likely, it was originally formality (when she first came over, she didn't know him that well), but she kept doing it long after it would still be appropriate because she lacked the confidence to ask if she could address him by his name, and in the end it evolved into a kind of pet name for him. It's notable that she always calls him Sempai, never "Emiya-sempai" or "Shirou-sempai", even in the presence of other people who she would also address as "Sempai" (most notably Rin, until Shirou convinces Sakura to call her Nee-san to her face halfway through HF).
Almost all of the characters in the Pokémon games are known by either their first or their last names, with only certain exceptions:
Green/Blue Oak and his older sister Daisy/May.
The alternate player character in R/S/E, who is the child of Professor Birch.
Reinforced in the ending sequence of The World Ends with You, showing a clip (with voice acting) of Shiki saying "Neku, that's the first time you've used my name." Until then he had used such nicknames as 'Stalker'.
Well, that sequence has a number of voice-acted lines, most of which were just text to the player when they were actually said; this particular line was from near the end of the first week. (Why is this an exception, anyway? I thought it aptly showed the progression of their relationship over the week.)
Beat initially refers to Neku as "Phones", a nickname derived from his constantly wearing headphones. Later on in the week in which Neku partners with him, around the time Neku finds out how he and Rhyme died, he calls Neku by name.
At the end of Metal Gear Solid, Snake invites Meryl or Otacon (whichever one is on the back of his snowmobile) to address him by his real first name — David. For some reason they rarely do.
Probably justified, in that Snake continues to call Otacon by his nickname, and by the time we see Meryl speak to Snake again in Metal Gear Solid 4, they've grown farther apart.
In Discworld Noir, Lewton tells his friend Samael (a vampiric pianist/Casablanca reference) that they've known each other long enough, that Samael shouldn't call him by his last name. Samael retorts that they've known each other long enough, that he's earned the right to call Lewton whatever he wants, and prefers the last name.
Bayonetta usually refers to her stalker Luka (yes he has a crush, but that's not why he's stalking her) as "Cheshire" after her old stuffed cat, and yes this is spoiler-worthy so DO NOT QUESTION ME. Later, after he cheats death and Bayonetta gets her memories back, she gets some more respect for him and calls him by his real name.
In The Legend of Zelda: Twilight Princess, Midna only starts calling Link by his name after he saves her life after their run-in with Zant. Before that, she called him things like "you" and "hero", if she called him anything at all.
Final Fantasy VII: Averted, in that the use of first names doesn't seem to have any particular connotations of intimacy OR condescension. While many characters have first and last names, it seems to be common practice that most people get addressed (even by complete strangers) by their first name (e.g., Rufus, Lazard). Therefore, when only one name for a character is known (e.g., Hojo, Kunsel, Reno, etc.), it's impossible to know for certain whether this is their first or last name.
Iori Yagami is The Rival to Kyo Kusanagi and takes their ancestral-based rivalry very, VERYseriously. As an example, he refers to Kyo by his first name and without any honorifics, which is considered very offensive in Japanese etiquette if it comes from other than family and close friends. (Kyo responds to this via referring to Iori by Last Name Basis to keep his distance — and without any honorifics either, to make clear that he doesn't have much respect for Iori either.)
Kyo Kusanagi himself is a rough speaker by Japanese standards, and calls those close to him by this trope and zero honorifics. Some examples are his "student" Shingo, his girlfriend Yuki, his friend Athena and his Vitriolic Best Bud Benimaru. (Exceptions are Chizuru and Daimon, whom he refers to by surnames since they're older than he is — though an early CD drama has Kyo and Benimaru calling Daimon "Goro-chan" to tease him.)
Like Iori, Yuki and Benimaru also refer to him simply as "Kyo". In Yuki's case this is done to show her playful care for him, and in Benimaru is reflects their Friendly Rivalry. Curiously, Yuki also calls Iori by first name, though adding "-san" to keep some distance. Goro, his Big Brother Mentor, also calls him simply "Kyo".
Athena and Kensou, as very close friends and partners (though Kensouwould like to go further), tend to address each other like this as well. He called her "Athena-chan" in their shared KOF 99 intro, but she didn't like it too much. ("W-what a mess...!")
Almost everyone refers to Ryo and Yuri by their first names. This is to distinguish them from their father, Takuma.
Shingo is also referred to by first name as well, and often without honorifics. (Likely because he's younger than many cast members and a rather playful, affectionate Nice Guy.) Yuki, however, calls him "Yabuki-kun" in KOF:KYO.
Since we don't know Yuki's last name (though fanon speculates it could be "Kushinada"), everyone calls her "Yuki" and add honorifics in a case-by-case basis, save for Kyo's already mentioned case. (Athena, Chizuru and Shingo use "Yuki-san", Kyo's parents and Kensou say "Yuki-chan", etc.)
In Project Firestart, everyone who addresses protagonist Jon Hawking by name calls him "Jon".
Leon is on such friendly terms with President Benford that he refers to him by his first name, Adam.
Likewise, Piers is the only member of Chris's squad to address him by name rather than "Captain," though he only does so a few times.
In Little Busters, all of the original five childhood friends refer to each other by their first names without honourifics as they're extremely close. Though certain other implications of the habit are lampshaded when Komari wonders if Riki and Rin are dating because of this familiarity, and when Riki points out that he says all of his friends' names this way, she stares at him in shock for a moment before admitting that she thought of something very weird just then.
Other than that, Komari and Haruka both get upgraded to first name basis during the common route (Haruka because she doesn't like her surname), Kud is always called by her first name because she wants to sound more like a foreigner, Kurugaya is almost always referred to by her surname as she's very embarrassed by her first name (and because she made a rule that only her future partner would call her by her true first name), while Riki and Mio never stop calling each other by their surnames because they're both too damn polite. (Though funnily, the awkwardness of having two friends with the surname Natsume forces Mio to refer to them by their first names instead, even though she barely knows Kyousuke compared to Riki.)