In The Incredible Hulk, "The Abomination" aka Emil Blonsky goes by his given name and there is only an offhand referrence to that title once, by Samuel Sterns, who quickly points out to Blonsky that he didn't call him an abomination but rather, might turn into one if further experiments were used. Lampshaded in the Marvel short The Consultant, in which the name Abomination is brought up but Agt. Coulson says "[The World Security Council] really don't like when you call him that."
Averted by The Hulk, who is called "Hulk" four times. The first time comes after the Culver University fight, where some college students refer to him as a "big hulk". Later, the military guys chasing the transformed Blonsky through New York mistakenly report that "the Hulk is in the street." Blonsky explicitly uses that name after the Hulk shows up for the final battle and the Hulk himself uses his patented "HULK SMASH!" at the end of the fight.
In The Avengers, Bruce Banner notably takes pains not to call his alter-ego "the Hulk", preferring to call him "the other guy" instead. The one time he does say Hulk, he immediately corrects himself. But no one else has the same qualms.
Iron Man himself doesn't get called that name until the end of the first film and it's only used once or twice in the following films where he appears ("I am Iron Man" gets an echo in Iron Man 2 and Nick Fury refers to him as Iron Man once), but the name is also used in specific reference to the suit (i.e. "the Iron Man weapon" or "Tony Stark's Iron Man").
"Black Widow" is used later on in The Avengers, but only once. It's also said in Russian, so anyone watching the film outside of its Russian dub actually only gets to read the name in subtitle form. Possibly justified, as in the MCU it seems more likely that that was only ever her codename when she was still a brainwashed Soviet agent and the name didn't stick when she defected.
As for the villains, Obadiah Stane is never called "Iron Monger", although he briefly says the word in reference to Stark Industries' role as a weapon manufacturer. Meanwhile, there's Ivan Vanko: a Composite Character of two villains named "Crimson Dynamo" and "Whiplash". He gets called neither in the second film, though the marketing referred to him as Whiplash. In Iron Man 3, Eric Savin and Jack Taggert go by their real names, and are never once referred to as "Coldblood" or "Firepower".
Iron Man 3 somewhat subverts this, with both War Machine and Iron Patriot mentioned as codenames in popular and military use (lampshaded when Rhodey reveals that Iron Patriot "tested better with focus groups.") The Mandarin is also referred to as such, though the character is ultimately revealed as a Decoy Leader
Inverted in Thor, as the character once had a civilian identity in the comics, but the movies don't bother. So "Thor" is used all throughout the movie, while the name "Dr. Donald Blake" is the one that only gets a few token mentions.
On the couple of occasions his brother Loki poses as human, even the one obviously influenced by his Ultimate Marvel counterpart, he never uses the name Gunnar Golmen (his Ultimate version's human alias).
The eponymous hero plays with the trope constantly. He only takes the name Captain America as a stage name, not as a superhero. Once he makes the transition to war hero, all of the characters call him Steve or "Captain Rogers" with a few exceptions (once by Bucky, once by Cap himself, and the other time by the Red Skull), and most of those examples are used as humor, irony, or mockery. Further, unlike in the original Golden Age comics, Cap does officially have the rank of "Captain", and since we've got various characters referring to him by "Captain", it's hard to know if they're using his stage name or military rank.
Johann Schmidt gets called "The Red Skull" (by Hitler, no less) one time as an insult, much to his annoyance. For the rest of the movie, only his real name is used.
Technically, this is also true of Montgomery Falsworth, aka "Union Jack", the British counterpart to Captain America. However, Falsworth is not a costumed hero in this movie so there would be no reason to say the name at all.
In The Avengers, Clint Barton is called "Hawkeye" all of once by the Black Widow during the Battle of New York. It appears to be his radio callsign. The closest anyone comes otherwise is Dr. Erik Selvig semi-dismissively calling him "the Hawk". During his prior cameo in Thor it wasn't even alluded to.
This trope can be applied to the MacGuffin of Captain America and The Avengers. In the movies, it's called the Tesseract, or "the cube". They never use its comic book name, the "Cosmic Cube".
In general, the Marvel Cinematic Universe goes out of its way to subvert, lampshade, and defy the concept of a Secret Identity. None of the Avengers have one—not even Iron Man, who had one for decades in the comics. Tony himself mocks how pointless it is and defies the trope by outing himself in the last scene before the end credits.
X-Men Film Series
This trope is played with all over the place. Codenames are something of a plot point; it's shown that the concept of a "true name" began with Xavier's eponymous "first class". However, it's originally used in playful jest and doesn't become serious until Magneto insists upon being called by that name at the very end of the film. In later movies, mutants seem to adopt codenames as their "true names" as evidenced when "Marie" changes her name to Rogue or when Magneto asks "John" what his real name is and he starts calling himself Pyro. Other than that, the codenames are used as Mythology Gags or Futureshadowing.
Cyclops' codename is mentioned but he mostly goes by Scott throughout all of the movies.
The name "Prof. X" is only used once, near the end of First Class, and Xavier brushes it off.
Jean Grey and Kitty Pryde never use codenames in the films. While their comic counterparts went through a few over the years, they usually go by their real names anyway (a rarity for superhero comics).
Magneto is often referred to as "Erik", although only by Xavier and Mystique, his oldest friends.
Wolverine goes by the name Logan almost exclusively and even mocks people with codenames. Stryker seems to be the only one who wants to call him Wolverine, which was more of a military-style Code Name.
In the first film, it is mentioned that "The Wolverine" is a nickname he uses in his cage-fighting career.
The Blob never gets called by that name. The best we get is a Lampshade Hanging where he mistakes Logan's "bub" for that name, and sees it as an insult.
"Bobby" has no codename in the first movie, introduces himself to Wolverine as Iceman in the second film, and is then called Bobby throughout the rest of the series until a brief moment in which Pyro picks a fight.
"Pete" is never called Colossus (or Piotr for that matter). Oddly enough, Wolverine calls him Tin-Man as a joke.
The name Nightcrawler is only mentioned when "Kurt" expounds about his time in the circus.
Angel (Warren) and Beast (Hank) never use codenames in X-Men: The Last Stand. Hank does eventually use the name towards the end of First Class, however.
Subverted with the Juggernaut. He's originally introduced as Cain Marko, but he later uses the Ascended Meme, "I'm the Juggernaut, Bitch!"
Darwin from First Class is actually a nickname which happens to fit his powers, and his real name (Armando) is never referenced.
It gets a bit tricky with Angel (the First Class member as opposed to the one mentioned above); in the comics, her code name is Tempest, and Angel is her real name, but in the movie she explicitly states that Angel is a stage name.
Lady Deathstrike is never used. Her real name (Yuriko) is only mentioned in passing.
The Dark Knight Saga
With the series angling for a less outlandish and more "grounded" depiction of the Batman mythos, the films naturally use this trope extensively:
The Scarecrow is almost exclusively referred to by his last name Crane. The only times you ever hear the word "scarecrow" are 1) when one of Crane's victims, a delirious Carmine Falcone, utters the word over and over again, and 2) when Crane briefly calls himself "Scarecrow" while under the influence of his own gas.
In Harvey Dent's case, the name Two-Face is used exactly once, in reference to an old, derisive nickname given to him by the corrupt cops he used to investigate.
Anne Hathaway's portrayal of Selina Kyle is never once even referred to as Catwoman, and out-of-universe, even early press releases only referred to her as "Selina Kyle," fueling speculation that she would not be using a secret identity at all in the film. The only time "Catwoman" is ever close to being mentioned is a newspaper headline reading "The Cat Burglar Strikes Again" when Bruce is showing Alfred the background information he's pulled up on her. This may have become the best-known and most prominent example of the trope, to the point that various bloggers and reviews go out of their way to refer to the character as "Selina Kyle" and not "Catwoman". For example:
John Blake, the young police officer who aids Batman throughout the film and is implied to become his successor after Bruce Wayne's apparent death? Turns out his Embarrassing First Name is Robin. There is no comic character by the name of John Blake, and he never adopts a costumed identity of any kind in the film, with the broadstrokes similarities basically boils down to his backstory as an orphan, his apparent status as Batman's successor, and his vaguely sidekick-like role in assisting Batman throughout the film, making him perhaps the loosest adaptation in the series.
Batman's vehicle, the Tumbler, is never referred to as the Batmobile, either the black version shown in the first two films or the unpainted Tumblers driven by Bane's mercenaries in the third. However, his motorcycle and flying craft both receive bat monikers: the Batpod and the Bat (as opposed to the usual comics names of Batplane or Batwing), respectively. If "sounding less silly" was the objective here, names like "Batpod" and "Tumbler" are a lateral move at best.
The aversions in the series, meanwhile, are as follows:
Batman and Ra's al Ghul are commonly referred to as such. Oddly enough, in the comics, Ra's al Ghul is essentially the character's real name (it's complicated) but in the movie his real name is Henri Ducard.
In Batman's case, the film uses a mix of "Batman" and "the Batman" to refer to him. The latter is generally less used in popular culture these days, but it sounds a tad bit less outlandish and treats the word "Batman" as less of a guy's nickname and more of a thing or a creature like "the snowman" or "the boogeyman," which fits in line with the whole angle of being a scary monster that terrorizes criminals.
"The Joker" has no known identity other than his Codename.
"Nothing. No matches on prints, DNA, dental. Clothing is custom, no labels. Nothing in his pockets but knives and lint. No name, no other alias."
Like the Joker, Bane never has his true name revealed in The Dark Knight Rises, and he goes by "Bane" exclusively, an element which is also true to the comics. It helps that, compared to names like "Mr. Freeze" or "the Mad Hatter", it's probably one of the easier names to use without raising too many eyebrows.
An entire scene in Spider-Man 2 was dedicated to J. Jonah Jameson coming up with a good nickname for Doctor Octopus, only for him to mostly go by his real name or the nickname "Doc Ock" for most of the movie.
Venom is known only by his real name, Eddie Brock, throughout all of Spider-Man 3. Similarly, Flint Marko is generally known by his real name for most of the film until a reporter calls him "the Sandman" during the final battle.
While Norman Osborn was called "Green Goblin" multiple times in the first movie, when it came time for his son Harry to adopt that persona, the name was never uttered. In fact, promotional material called him New Goblin, a name that was never used in the comics. The closest Harry comes to being known as the Green Goblin is when Peter mockingly calls him "Goblin Jr.". Harry himself strips most of the goblin styling out of the hardware, going for basic armor and a hoverboard in place of the spiky hang-glider (which makes sense, given that those spikeskilled his father...).
In the DVD commentary, Ang Lee notes that he didn't want to call him "Absorbing Man" and briefly calls him "Partaking Man", coming from David Banner's line: "I can partake in the essences of all things." But this name is never used in the film itself either.
Oddly, "Doctor Doom" would seem to be a perfectly sensible thing to call a person with a doctor's degree, whose last name is "Doom". In some of the dubs, his line "Call me Doom" is changed to "Call me Doctor Doom". The Brazilian one, for example.
Technically, the correct reference would be "Doctor Von Doom", as "Von" is part of his surname.
While not a traditional superhero, Tarzan is a pulp hero who was an inspiration for the superhero genre and shares many elements. That said, in Graystoke: The Legend of Tarzan, he never goes by his more famous moniker but instead is called John or Lord Graystoke. Tarzan is never mentioned except for the title.
In the 1989 Watchmenscript by Sam Hamm, all the superheroes in the Cold Opening are referred to with codenames except Adrian Veidt. In the main action, when Nite Owl and the Silk Spectre come back into superhero action, they are still respectively named Dreiberg and Laurie in descriptive actions and dialogue headers. The name Ozymandias goes unused, but it's justified- Hamm's version of Veidt was never a superhero himself. His only involvement in the pre-Keene Act days was as a financier/quartermaster to the team.
When introduced, the Ultimate Marvel version of Emma Frost did not use the "White Queen" cognomen, as she (at first at least) had no connection to the Hellfire Cub.
In Nextwave, none of the members use their code names except for The Captain, and that's only because nobody knows his real name.
The Runaways started off with some code names, but dropped them almost immediately, except for one who insisted on being called "Princess Powerful." (note that she's a 12 years old girl...) Just as well, their code names sucked. The dinosaur is still called Old Lace, but anyway, it's a dinosaur, he does not have a "normal" name.
One of the reasons that Batman The Dark Knight Returns is considered a notable move towards "Grim and Gritty" storytelling in comics is that it manages to go the entire story without referring to any of the superheroes (other than Batman) by their code names, thus making it easier to put the story in a real world context.
Clark Kent is never referred to as Superman, though the word is mentioned multiple times in reference to Friedrich Nietzsche. The traditional "Superman Created by Jerry Siegel and Joe Shuster" message appears in the intro.
Because of its Prequel state, most characters aren't referred to by codenames, as the incidents that led to them adopting these names haven't happened yet. Green Arrow is the first to do so, and we'd known him for more than a full season when he started using it.
Slade Wilson gets a Marvel movie-style codename treatment: as a General Ripper and not a supervillain, "Deathstroke the Terminator" is never uttered. However, after coming back from a should-have-been-fatal injury, he said that "the reaper can swing his sickle at me, but I'm beyond death's stroke now." Also, because the Teen Titans cartoon version is so well-known, way more people are on a First Name Basis with him than you'd expect with a general. He is pretty much just called Slade.
It takes a weird turn when Clark finally becomes a full time but covert crime fighter and is dubbed with the comparatively unimpressive name "The Blur", which is used frequently even by him.
Clark finally starts using the Superman persona in the Grand Finale, and by the epilogue seven years later his alter ego is known to the world by that name, but "Superman" is used to refer to him only exactly once by Chloe.
The Heisei-era Kamen Rider series vary in this respect, asserting the autonomy of their own universes from each other (at least until Kamen Rider Decade screwed with their timelines and the subsequent team-ups), with only a handful of series actually calling their warriors "Riders:"
Kuuga was frequently referred to as yongo (No. 4), in reference to his being the fourth "unknown being" the police force encounters, lumped with the villainous Grongi. (In fact, one of his modes is Unknown Lifeform No. 2; The white Growing Form and the red Mighty Form aren't known to be the same guy by the authorities at first.) Only a few people know the term "Kuuga," and the term "Kamen Rider" doesn't exist outside the opening credits.
Agito, a loose sequel to Kuuga, has its hero initially confused to be a returning Kuuga/Yongo/No. 4, and was unique in the respect that a handful of chosen people implanted by the Seed of Light can become Agito themselves. So Agito is not so much a unique warrior of justice than a step in human evolution.
Faiz was never referred to as a Rider, and neither were the similarly-themed Kaixa and Delta systems and their users. When Kaixa first appears, the side-characters are surprised to see "another Faiz," not "another Rider." The series being a really ambiguous world as it is, with these systems created by the more-megalomaniac elements of the Orphenoch race (here again, another step into human evolution), it probably fits.
Averted in Kamen Rider Blade. The term is used like in any of the early series, with a guy who wants to write about them as one of the supporting characters. It is (perhaps intentionally) hard to tell if he means these Riders (active for a little while pre-series) or all Riders when he talks of the deeds of Riders past.
Hibiki and his fellow warriors are precisely called "Oni", never "Riders." This being an adaptation of another independent Ishinomori series (Ongeki Hibiki) reworked as a Kamen Rider series, it is the source of contention among the KR fandom.
Kiva (and for that matter, Saga and Dark Kiva), were considered as "armors" to be worn by the villainous Fangire leaders/kings when their Fangire forms are not enough. And for that matter, the secondary Rider (the IXA system) was never called that as well. The "IXA System" was referred to, but not "Kamen Rider Ixa" as a name. "Kamen Rider" itself was rarely heard - when Ixa's first seen user says "My Rider System is much stronger than his," this may be the only time. Kiva did have the same head writer as Kamen Rider Faiz.
OOO, being similarly-tied in Phlebotinum to his enemies (the Greeed and their Yummies), was never actually called a Rider in-show (aside from the Commemorative episode), with it being originally the power of an "evil king" and all. However, Birth is known as Kamen Rider Birth.
Later series played with how the name "Kamen Rider" came to be. In Kamen Rider Fourze, Goth Tomoko was aware of past Riders as an urban legend, and so applied it to Fourze ("rider" never comes up when the suit's being explained to the hero at first.) and later Meteor. In Kamen Rider OOO, Kougami seems to know about Riders, so Birth is "Kamen Rider Birth" (it's even in the suit's instruction manual!) but OOO is only called a Rider during crossovers. In Kamen Rider Double, the people of the city gave their hero the name Kamen Rider (past Rider knowledge, or due to their hero having a Cool Bike and wearing a helmet, making him obviously a 'masked rider?' Good question.) and never use the name Double. People in the know primarily use "Double" and not "Kamen Rider." (This means the full title "Kamen Rider Double" isn't something you hear much or at all outside teamups.) Shotaro and Philip have adopted the "Kamen Rider" title and are protective of it - initially it's just for them, but after meeting some others, they're willing to consider you a Rider if you uphold the ideal. Riders aren't just anyone in a shiny suit, they're heroes who fight "those who make the city cry." Villains with transformed states that happen to have bug-eyes and antennae are not Riders to them and they'll make that known right away.
Kamen Rider Wizard plays by the rules of the early 2000s' series. People who know him call him Wizard (in English) as opposed to "the ring-bearing wizard" ("wizard" in Japanese, as mahoutsukai.) The term "Kamen Rider" has yet to come up in any way outside teamups. The Rider-like mystery figure that gave him his Wizardriver is known only as The White Wizard, and when Kamen Rider Beast arrives, it's like Faiz all over again: people are surprised to see another 'wizard.' He even introduces himself as "the wizard Beast."
This brings up an interesting point: even if a character does not share an origin with any other Rider, and the term never comes up and never has a reason to, when he finally meets other Riders, he will know the term, maybe even using it as if he always has. Nobody ever says "Kamen who?" except in Fourze, where again, Tomoko applied the term to Fourze and Wizard due to their similarity to Riders past.
Though it's said in the movie section, just for the sake of completeness: Kamen Rider The First and Kamen Rider The Next never use the term. Shocker calls Riders 1, 2, and V3 "Hopper version [number]" only, and no name is ever used by people who don't know those names, dialogue written so as to not make it awkward that they don't.
In The Incredible Hulk TV series, reporter Jack McGee and his readers often use the name "the Hulk," but most characters (including the Hulk's alter-ego David Banner) just say "the creature."
Though again, this may simply be keeping up with the comics, where the rest of the League has used his name almost solely for some time. Similarly, Wonder Woman is usually just "Diana" to the others, both in the comics and DCAU.
"Metamorpho" is the name of the project that granted Rex Mason his powers, rather than an actual superhero alias.
Jean Grey is never called Marvel Girl. It had been a long time since the comic book version had used a codename anyway.
Zebediah Killgrave also never uses the name Purple Man. It helps that Killgrave is a pretty badass last name in its own right.
Due to Never Say "Die", DC villain Deathstroke went by his civilian name "Slade" throughout the animated Teen Titans series. (It probably helps that "Slade" sounds like a codename without the "Wilson".)
Candi has to actually tell the reporter that "Ciem" sounds like a good abbreviation for "ciempies." But other than instances where there is no choice but to call her by that name, most characters take pains in the books to avoid ever using the word "Ciem" at all. And in spite the costume looking better than ever, Candi seems determined to accomplish as many things outside of it as possible in the books; having never fully embraced it to the degree she does in the webcomics.
Likewise, Jeral Cormier is only routinely referred to as "Botan the Plant-Man" by the media. Those who know him will almost never use the name; calling him Jeral all the time. Some strangers know him as "Derrick of the Dandelions," and prefer that over calling him Botan.
After learning about the AI backvisor that was controlling Jeraime, Candi always insists on distinguishing between Jeraime and "Musaran" with the latter referring to the AI.
Dolly is only called the Earwig by Ploribus/Darius, at least until the Ciem Tomorrow timeline. Even when rescuing Candi, nobody wants to address her by the "Earwig" name. She's just Dolly to everyone else.
Jack has the codename of "Jackrabbit" because of his jumping ability, but has no real way to conceal his identity. So the nickname proves to be useless and everyone calls him Jack anyway.
Inverted with the Chinese spies, whose real names were not revealed until they were published to the wiki in 2011. Black Rat, Tin Dragon, Teal Hog, and Stung Hornet are known almost exclusively by their codenames, even to each other. Possibly justified in that they're spies.
Played with in the films. Hellboy's real demonic name is not known to him until towards the end of the first movie. He grew up with the name Hellboy and since his other name is tied with the destruction of all mankind and wasn't known until he was about 70, he kept it.
While on cases, the BPRD paranormal agents usually use names such as "Sparky" and "Blue". His is "Red".
It should also be noted that in Hellboy, demons have the whole "bound/released by their names" deal going on; going around calling himself Anung Un-Rama would be the equivalent of legally changing your name to your social security number.
His name is mentioned at the end of the second film by Princess Nuala, when her twin brother Nuada questions Hellboy's right to challenge him. Since Hellboy is really demonic royalty, he does have the right to challenge Nuada.
With The Riddler, there's a scene dedicated to him thinking up a code name for himself.
The Penguin in Batman Returns, notably goes by both his real name and codename quite frequently. The prominent use of his real name is justified as part of his original plot to murder all of Gotham's first born children; when he reveals himself to the public, he puts on a big show for the media of him "discovering" his real name to be Oswald Cobblepot in order to gain private access to Gotham's public records. This likewise apparently plays into his new Villain with Good Publicity ploy to become mayor. When Batman eventually foils his scheme and he suffers his Villainous Breakdown, he's apparently revealed to care nothing for his real name when, in response to a henchman calling him Oswald, he angrily snaps that his name is Penguin.
The Ultimate X-Men comic goes to some trouble to justify why these kids should have codenames, beyond "because it's a basic trope of the genre". Apparently, these are their "mutant names", as distinct from the "homo sapiens names" their parents gave them.
This is also touched on during the Grant Morrison run on New X-Men as part of his efforts to give mutants a sub-culture.
Averted in the Blade series. The audience learns that Blade's real name is Eric but it is rarely mentioned.
Ditto for Blade The Series. The only mentions are the flashback episodes to his childhood and when he meets his father, who will not call his only son "Blade".
Averted with Rorshach in Watchmen since no one knows his real identity until the mid-way point. Even then, he prefers the name Rorshach. Other characters oblidge since they never knew him by the name Walter Kovacs anyway. Also, Edward Blake is called by his real name, and his codename, The Comedian, interchanging it scene through scene. All the Minutemen are also called by their codenames only, just Hollis Mason (Nite Owl I) and Sally Jupiter (Silk Spectre I) being given their real names on the film. Nite Owl II and Ozymandias are called mostly by their real names, except on a couple of instances. Laurie got the worst, as she's called neither by codename or last name.
Averted in the G.I. Joe Films. The Joes and Cobras are referred almost exclusively by their codenames, even in official capacity.