Both played straight and inverted with the Space Marine Chapter names. On the straight side, you have loyalist Chapters named "Imperial Fists" and "Black Templars", as well as Chaos Legions named "Black Legion" and "World Eaters". On the other hand, you have loyalist Chapters named "Flesh Tearers" and "Soul Drinkers", as well as Chaos Legions named "Emperor's Children" and "Word Bearers". There's a joke going around that calls this out.
Outside of the Space Marine Chapters, a good example is Ezekyle Abaddon (later known as Abaddon the Despoiler). Before he earned the honorific he was the most honoured Marine in the most honoured Legion; then he and his whole Legion followed their Primarch into the worship of the Dark Gods.
Also for Chaos, Kharn the Betrayer, who earned the suffix after slaughtering his Legion and the one they were fighting after they dared to hide in their shelters during a deadly blizzard.
Kharn's boss, Angron is best known for having a fuse on his temper measured in nanometers. Oh, and fucking up a planet's shit, but that was because he had a nano-scale fuse.
Vulkan, the Primarch of the Space Marine Legion (later Chapter) that is known for Kill It with Fire tactics.
He's also named after Vulcan, the Roman god of fire and blacksmiths (coincidentally, the Salamanders' homeworld is known for its smiths).
Most Primarchs have meaningful names: Rogal Dorn, Primarch of the Imperial Fists (dorn means "fist" in old Celtic); Corax, Primarch of the Raven Guard ("corvus corax" is Latin for "raven"); Ferrus Manus, Primarch of the Iron Hands (his name is Latin for "Iron Hand"); Sanguinius, Primarch of the Blood Angels (his name is faux Latin, but can be roughly translated as "The Bloodied One"); Lion El Jonson, Primarch of the Dark Angels ("The Dark Angel" is a poem by Lionel Johnson, an English poet).
Strangely, Horus may be the sole exception: despite sharing a name with an Egyptian hawk-headed god, he has a vaguely lupine motif (his Legion was called the Luna Wolves) and turns evil, where the Egyptian Horus was a good guy all the way.
Typhus the Traveller, Champion of Nurgle. Nurgle himself sounds like (and is hinted to have been) Nergal, a Mesopotamian god of, among other things, plague.
The Eldar word for humans, the upstart, the hairy savage? Mon-keigh, and the (marginally more subtle) equivalent Tau word, Gue'la. (which gets bonus points for being similar to the Chinese word for foreigner, gweilo).
The Imperium is really, really bad (or really prophetic) at naming planets. The planet Tartarus for example became a blasted hellscape from the incursions of Chaos and a Negative Space Wedgie. Then there's the planet Armageddon, which has suffered three horrifically cataclysmic wars, the first led by the Daemon Primarch of the aformentioned World Eaters followed by the endless hordes of the Warp, the subsequent two led by the biggest Ork in the galaxy at the head of the largest Ork WAAAGH! in history.
The Orks also could be an embodiment of this trope. Ork Glyphs (or Root Words) are essentially a meaningful name construction kit. For instance Wazdakka Gutzmek (the bike riding special character) can translate as Speed-Shoot/Attack Engine-Clever/technology. Zogwort can translate as No Good-Fungas. All of the Glyphs can be constructed to name your own Warboss, usually associated with kinds of tactical prowess or characteristics. A warboss called Gorbad for instance could be known for slaughtering countless and being generally evil. Orks in the background often refer to enemies as 'Skumgrods' which can be translated roughly as 'Favourite Enemy'.
The Dark Eldar live in the city of Commorragh- a city full of murder, rape, slavery and other wholesome family entertainments. It sounds a lot like the Biblical city Gomorrah where much of the same stuff went on.
Assuming a member of the Space Wolves (a chapter of viking/werewolf space marines) doesn't have the word 'wolf' somewhere in his name, expect another word for wolf or part of a wolf like fangs or claws to show up. Canis Wolfborn is often cited as being almost-effectively named "Wolf Wolfborn". One of the main memes regarding the Wolves is that they use the word "wolf" in the fashion of the word "smurf".
To expand on Canis there- he's a Thunderwolf-riding Raised by Wolves Wolf Guard in Harald Deathwolf's Great Company and the Wolf Lord's champion in the Space Wolves Chapter who can wear a wolftooth necklace or a wolf amulet. After reading the Space Wolves codex, the word "wolf" will cease to have any meaning.
There is a Space Marine chapter called the Marines Malevolent. Their defining trait is being complete and total assholes that absolutely no one else likes.
Warhammer Fantasy does this too. Malus Darkblade isn't exactly the kind of person you'd pop round to borrow a cup of sugar from.
Also the dark elves worship Khaine, the God of murder. Khaine is a different spelling of Cain - the first murderer in human history according to the Bible.
And their king is named Malekith.
Exalted uses this quite a bit for its signature characters. The characters whose anima banners take the form of a swan and a panther, respectively? They're named Swan and Panther. The Solar Night Caste archer? He's named Gold-Shadowed Arrow. The abused, runaway wife of one of history's worst Villains With Good Publicity? She's named Lilith.
There's actually a minor thaumaturgy rite that is used to discern vague hints of the destiny of newborn children and derive a name indicative of such for them. Giving the child that name improves their odds of surviving their first year.
The World of Darkness gamelines, New and Old, loves this trope. Just open up a dictionary and you can learn great secrets. Autocthonia, Stygia, Camarilla, Sabbat, Verbena, and so on.
Shadowrun supplement Neo-Anarchists' Guide to North America. The Chicago mayor's spokeswoman is named Lotte Krapp (lot of crap).
Victor Ian Steiner-Davion definitely comes out on top in many of the battles he's been in, including the end of the Clan Invasion, the Fed-Com Civil War, and the Word Of Blake Jihad; either he or his side eventually prevails.
Justin Xiang Allard's name is twofold, as his motives are actually surprisingly pure. Additionally, depending on the Chinese character used, Xiang can be translated as "obey," "decline," "prime minister," "auspicious," "thinking," or even the first character in the phrase "chess," all of which adequately describe some portion of his personality or life's story.
His son, Kai, is even more fitting, as the character used could mean either "victory" or "operate a machine, drive a vehicle," both of which are appropriate because Kai is a natural Ace Pilot and has beaten various Clans more times than they can count.
There's also Kitsune Kurita. Anyone with insight into the Animal Motifs of Battletech can the twist coming a mile away. Any surprise that he's Victor Davion's son by Omi Kurita? Especially considering that kitsune loosely means "fox spirit."