Nymphadora Tonks in Harry Potter is a rare female example; she demands that people call her Tonks and not her first name. You can see her point. Her parents call her Dora, and after she gets married, so does her husband. The book doesn't address whether or not she took her husband's last name; Harry/The Narrator still thinks of her as "Tonks."
Lupin still calls her that too ("Tonks is going to have a baby"), though he also uses "Dora" on occasion.
Draco Malfoy, Vincent Crabbe, and Gregory Goyle are almost universally referred to by their last names. Interestingly, the narration often calls him Draco in the later books, when he becomes a less antagonistic and more pitiful character.
In fanfiction, however, Malfoy is pretty much always referred to as "Draco".
For that matter, a large amount of characters are known by their last names; (Rubeus) Hagrid, (Albus) Dumbledore, (Severus) Snape, (Remus) Lupin, (Minerva) McGonagall, (Dolores) Umbridge, (Cornelius) Fudge, Mr. and Mrs. Weasley, etc. Justified since most of them are authority figures, like teaching staff or ministers. The general rule of thumb is that Harry/The Narrator refers to characters he likes by their first names unless they are explicitly authority figures. For instance, he starts calling Lupin by his first name once he's stopped thinking of him as a teacher).
Pansy Parkinson is a weird exception. As the Alpha Bitch, Harry clearly has no liking for her, but the narrator keeps calling Pansy by her first name rather than her last, which is something he does to Malfoy - another character he dislikes. The only known character that calls Pansy by her last name is Ron. However, Harry never talks to Pansy or mentions her in dialogue, so we don't know how he would refer to her outside his head. This is a good example of the double-standard that classes last-name-basis as masculine and first-name-basis as feminine.
Insofar as it applies to fellow students at Hogwarts, that's really just a Public School (Americans: read 'private, fee-paying school') thing, probably informed by all those other books set in boarding schools.
Usually, "Harry" refers to the character in specific, while "Potter" refers to the franchise as a whole.
To the very end of the Sherlock Holmes canon, despite being best friends and living through years (even decades) of perilous adventures together, Holmes and Watson still use each other's last names, but this would be absolutely Truth in Television for Englishmen of their period and class. Only Holmes' brother Mycroft ever uses his first name, though one childhood friend does dare to utter "Mr. Sherlock", presumably a habit derived from differentiating between the brothers.
Interestingly, in the pastiche Beekeeper's Apprentice series, the main character and the detective refer to each other as 'Russell' and 'Holmes' respectively. Even after they get married.
In Fahrenheit 451, protagonist Guy Montag is referred to solely as Montag in the narrative and more or less everyone else, only addressed as Guy by his wife Mildred and once or twice by his boss Captain Beatty (Clarisse calls him 'Mr Montag').
In The Amelia Peabody Mysteries, Amelia and her husband Radcliffe Emerson fondly refer to each other by their last names, in memory of their rather tumultuous courtship.
Technically, every important character except Bragg has a first name given; it's just that the only characters who are ever referred to by their first names with any frequency are Gaunt, Corbec, and Milo.
In The Great Gatsby, the character Jay Gatsby is almost always refered to as Gatsby. Although, to be fair, nobody really knows anything about him.
Anthony Buckeridge's Jennings books have the schoolboy characters (and their teachers) use surnames only all the time (as is still quite common in some British schools). Initials occasionally crop up, but you have to read quite a few books before learning all the first names of the regular characters.
In Jane Austen's Pride and Prejudice, unlike virtually every screen adaptation, you do find out Mr. Darcy's first name. But none of the characters ever use it, and Elizabeth's parents refer to each other as "Mr. Bennet" and "Mrs. Bennet." The sisters are usually referred to by name, at least by family members (thank goodness - it would be tricky to tell from context which "Miss Bennet" was being referred to at the family table), but even then it is only family members - both Jane and Elizabeth are called "Miss Bennet" by the Bingley sisters (there's another last name only) and even their eventual husbands. The Lady Catherine de Bourgh is about the only exception who gets a first name even outside her family. Justified, in that this was the social custom of the Regency period. It only seems weird by today's standards.
Lady Catherine's first name is courtesy. Though not a peer herself, she was the daughter of an Earl, hence the "Lady Firstname Lastname" treatment; she also was the wife of a knight, thus doubly entitling her to the courtesy (like Lady Lucas, wife of Sir William). Her sister, who never even shows up, is mentioned as Lady Anne for the exact same reasons. (See Lord Peter Wimsey for another famous honorific. Lord Wimsey could be used to indicate his older brother, the Duke of Denver, but not Lord Peter himself who was without a peerage.)
Also, referring to the girls as Miss Bennet, or Miss "named" Bennet, was another matter of proper social behavior. The oldest girl actually present would get the Miss Bennet treatment, while any younger ones would be designated Miss "Firstname" Bennet.
Plus, it's totally understandable for Darcy to go by his last name, because his first name is Fitzwilliam. Eurgh.
Mr Bennet's lack of a first name is lampshaded by Lost in Austen, wherein Amanda is surprised and pleased to find out Mr Bennet's first name. Even if it is Claude.
The same is true of Austen's other novels, with the exception of Emma — several characters in that story do address the heroine by her Christian name. This actually makes sense, since they are her social peers and are older characters who have known her from birth or early childhood onward; it's only those of lower social standing and/or newer acquaintance who call her "Miss Woodhouse."
Being set in the Napoleonic Wars, this trope appears frequently in the Aubrey-Maturin series. For instance, before their marriage, and even occasionally after, Stephen Maturin and Diana Villiers customarily address each other by their surnames, notwithstanding the passion of their romance. Last Name Basis becomes an important plot point in the round-the-world arc beginning with The Thirteen Gun Salute when Stephen writes a letter granting his friend - and superior as chief of naval intelligence - Sir Joseph Blaine power of attorney to move his fortune to a different bank than the one he currently has it deposited in. However, Stephen signs the letter with his first name instead of "S. Maturin", which is his customary signature for business letters; in true Cloud Cuckoo Lander fashion he was writing a note to his wife at the same time and got the signatures mixed up. Sir Joseph can't move the money with the incorrectly signed power-of-attorney letter, but this proves to be very fortunate in the end because the bank that Stephen had intended to deposit his funds on unexpectedly goes bust. Also, Stephen's using his first name solidifies his friendship with Sir Joseph and moves it to a new level of intimacy, and from that point on they address each other by unadorned first name - a liberty that, among his friends and loved ones, Jack, Jack's wife Sophie, and Diana are virtually the only other ones entitled to.
Goes back and forth in Star Wars Expanded Universe novels: not only does the narration use some first names, some last names, and some nicknames, it's rare that the characters themselves use a different name than the narration - usually for emphasis. For instance, the Wraith's original roster: Wedge Antilles, Wes Janson, Myn Donos, Jesmin Ackbar, Hohass "Runt" Ekwesh, Garik "Face" Loran, Ton Phanan, Falynn Sandskimmer, Voort "Piggy" saBinring, Tyria Sarkin, Kell Tainer, and Eurrsk "Grinder" Thri'ag. Yes, they often call the squad commander by name, but not the doctor. (On the other hand, Phanan is older than Wedge...)
Kinda justified on Wedge's case: almost every third human from Corellia is named Antilles.
Thrawn: "I appreciate your honesty, Jorj Car'das."
Car'das: "You can just call me Car'das. In our culture, the first name is reserved for use by friends."
Thrawn: "You don't consider me a friend?"
Car'das: "Do you consider me one?"
While Artemis Fowl goes by his first name, his butler, Butler, is never addressed by his. Lampshaded rather poignantly in The Eternity Code when Butler is fatally shot by Spiro's guards, and confesses his first name to Artemis. Later, Juliet comes racing home from training in Japan with Madame Ko because Domovoi needs her, not "Butler".
In Good Omens, there is no reference to Witchfinder-Sergeant Shadwell even having a first name. Wensleydale, the Smart Guy of Adam's gang, is rumoured to have been christened "Jeremy", but the rest of the gang call him "Wensley" (his parents call him "Youngster", possibly in the hope that he'd take the hint).
In the Discworld series, Ponder Stibbons is pretty consistantly refered to as Ponder by the naration, but no one in universe calls him that. His might be the only name of the faculty that Ridcully remembers except for the Dean, or should I say Henry, since unlike the others he is not constantly refered to by his position at the university. STIBBONS! This becomes justified later as refering to Ponder by only one of the positions he holds would be rather misleading.
An even better example from the Wizards of Discworld is that of Rincewind, who can't even REMEMBER his first name (if he even had one. his mother left before he was born. Don't ask.) We only find out it's his last name in fact when he meets a distant relative Bill Rincewind, Archchancelor of Bugerup University in XXXX.
He has a distant ancestor who goes by the name of "Lavaeolus", meaning "Rinser of Winds"; this appears to be his only name.
Lincoln Rhyme and Amelia Sachs almost always refer to each other by their surnames in the Lincoln Rhyme series by Jeffery Deaver. In fact, it's considered bad luck by them to use first names while working a case, which is probably justified because the one time Sachs says "Lincoln" while processing a scene, the tunnel she's in collapses.
In Agatha Christie's novels, Poirot and Hastings, despite being very close friends, call each other on their last names.
In The Last Apprentice series, we have John Gregory. You go through a good portion of the story thinking his name is actually Gregory.
More specifically, the main character Tom usually refers to him as 'The Spook' in the narration, but 'Mr. Gregory' when he's talking to someone. Alice calls him 'Old Gregory'. Almost nobody ever calls him John.
In The Dresden Files Harry and Karrin Murphy both do this to each other. Very rarely has Harry ever called her Karrin. She's called him Harry a few times though. Also they never call Butters by his first name, though that might have more to do with it being Waldo...
As they grow closer over the course of the series, Harry starts referring to her as "Karrin" in his internal monologue more and more often. Though when he's talking to her, it's still "Murphy" or "Murph."
'Gentleman' Johnny Marcone does this to Harry. "Mr. Dresden, I have asked you not to call me that."
In The Ancestor Cell, a great deal of the plot has to do with an antagonistic alternate version of Fitz Kreiner. The evil alternate version is generally known as Father Kreiner. The Doctor, however, calls him Fitz anyway, and although the first time the Doctor does so, he tells the Doctor, "Donít call me that. Iím not Fitz," he puts up with it from then on, perhaps symbolic of the fact that, following an Enemy Mine situation and Kreiner's having aired out his grievances with the Doctor, they slip back into their old relationship.
In The Gallifrey Chronicles, Anji Kapoor's new fiance, Greg, keeps calling her "Kap". Fitz can't figure out how he came up with this nickname, until Trix explains it probably comes from Kapoor. Fitz has a problem with this:
ĎBut thatís her. . . Hang on, he calls her by her surname? Thatís just screwy.í
Lampshaded by C.S. Lewis in The Silver Chair, when 1940s British schoolmates Jill Pole and Eustace Scrubb call one another by their first names near the end of their adventure, after spending almost the entire book on a last name basis. "One didn't do it at school," Lewis notes.
In the Vorkosigan Saga, Ludmilla Droushnakavoi hates her first name, and prefers to answer to a contraction of her surname, Drou (or Droushie to a four year old Emperor Gregor). This continues long after she marries Clement Koudelka (Who dislikes his first name as well, preferring to answer to the standard military address of Rank Lastname whenever possible). In fact, in Komarr, which takes place thirty years after said wedding occurs, Miles, who has known the Koudelka family literally his entire life, refers to her as Drou Koudelka.
Spenser's first name is never given in any of the books. In at least one case, when a character asks for his first name, the first-person narrator simply says "I told her my first name."
If First Mate Cox has a given name, it's never revealed in Nation. To do so would probably humanize him too much.
Sarah Waters has a very neat trick in Affinity, which is made up of two diaries. In the main narrative, the protagonist sometimes refers to her maid Vigers. In the other, mention is made of a character called Ruth. They are in fact the same person. The reader only discovers this in the very last pages, and it has terrible consequences.
After an embarrassing incident involving the use of the nickname "Carrots" and a smashed slate over his head, Gilbert Blythe is referred to almost exclusively as "Mr. Blythe" almost by Anne Shirley. When she's not snubbing or ignoring him, that is. This goes on for years until they finally become friends, at which point she takes to calling him "Gil".
In A Series of Unfortunate Events, friend of the family Mr. Poe is referred to as Mr. Poe for the entire run, which is justified as it is a somewhat Victorian setting and the Baudelaires are polite children. This is emphasized during Lemony Snicket: The Unauthorized Autobiography, in which Mr. Snicket receives a letter from the Duchess R. of Winnipeg. While he lambasts many things as erroneous, he never comments on someone who has been friends with his family for years, particularly his sister, addressing him as "Mr. Snicket".
Animorphs has Chapman. His first name,Hendrick, pops up a time or two, mostly in The Andalite Chronicles, but rarely in the regular books. Probably because the main characters are kids, and he was vice principal.
Played with in Catch-22. Major Major[[note]]full name Major Major Major, promoted to the rank of Major due to a computer error[[/labelnote]] earns the rest of his squadron's dislike after being promoted to squadron commander. He fails to earn back their respect, partly because he can't ask to be addressed casually without invoking Last Name Basis or his rank.
Major Major eventually starts authorizing documents (his only job as squadron commander) with the fake signature "Washington Irving" to make the job less monotonous. When he gets bored of that, he switches to "Irving Washington."
Appears in Jeeves and Wooster according to the time frame. As a servant, Jeeves is referred to simply as "Jeeves" by just about everybody (Bertie was quite jarred to find out that Jeeves even had a first name), and he calls his master "Mr. Wooster". Meanwhile, acquaintances refer to Bertie as "Wooster", but close friends and family members use his first name.
Used interestingly in A Brother's Price. The firstborn daughter of any family is named Eldest and raised to be the leader of her siblings. When someone outside of the family addresses Eldest, it's almost always by the last name. Eldest Whistler is introduced as Eldest Whistler, and that's how she's handled in the narration, but called Whistler when spoken to. If Eldest dies one of her sisters is considered eldest, but keeps her name and isn't called by her family name.
In Stephen King's ''Dolan's Cadillac'', the main character's first name is never revealed and the only time his surname is mentioned - even though the story is told in the first person - is when Dolan (once he's trapped in his car in revenge for the murder of the narrator's wife Elizabeth) asks "Is your name Robinson?"
In Neal Stephenson's Reamde, one of the Russian "security consultants" is only ever addressed by his last name. One of the other characters lampshades this...
Olivia: ''The man up there is known to you, I believe. Name of Sokolov."
Zula: ''Someone needs to get that guy a first name."
Present all through the Philo Vance novels, justifiably due to the time period. Vance and Markham are established as long-time friends in the first novel, but they never call each other "Philo" and "John".
Pops up in The Curse of Chalion. Lupe dy Cazaril, the protagonist, is "Caz" to his close friends and "Ser" or "Dy Cazaril' to everyone else - this turns out to just be that he personally hates his name. Similarly, his best friend, the March dy Palliar, is 'Palli' to him, though no explanation is given for that.
Gilbert Osmond from The Portrait Of A Lady is referred to by his last name by almost all the other characters, even his own sister and his wife Isabel.
Richard Campbell Gansey III of The Raven Cycle, also known as Dick to his family, understandably prefers going by just "Gansey."
The Great Merlini: We know (from references to the front door of Merlini's shop) that his first initial is "A", but everyone calls him Merlini. Averted with narrator Ross Harte, though, who is most often called Ross.