In Feywinds there's Prince Sidney Theodorus Cassian Merriweather Findain VIII... Just call him Sid...
Planet Zebeth brought us the Trabnagian tribe (their arc starts here), who wear this as their hat. Kraid, who possesses something of a naming complex, loved them, but they wore Samus to the breaking point.
Secret, from Keychain of Creation, whose full name is so long that, with her low stamina, she can't say the whole thing without passing out. The name is: The Most Secret And Sorrowful Of All the Bearers Of The Endless Destiny Of All Creation Which Wander Amidst Forgotten Sights And Fallen Tears Along The Tread Of Ancient Ashen Footsteps Through The Shadow Of That Which Comes And Into That Riotous Cacophony That Births All Fools And Steals All Beauty, Who Heralds Through Her Silence The Stillness And Chill Of Those Who Were Not Born And Who Will Not 'Till All Things Fall And In That Most Grim Harvest Form The Final Tomb Of All Awakened Life And All The Sleepless Dead. (It may go on, but this is where she passed out).
Death of Inciting A Worker's Rebellion In An Organisation With Supernatural Power Over Life And Death (the death with the longest name in the comic).
In Gored By Them Things, a tree frog exists named Barthomiolioliolus Lemontine Woolworth III. He goes by "Skippy." He, Captain Rum, Apegorn, Blotto, and Tacky are about the only characters who do anything useful.
In the Order of the Stick prequel volume Start of Darkness, Xykon is courted as an ally by goblin and lizardfolk tribes. The lizardfolk spokesman introduces himself as "Ekdysdioksosiirwo, Viridian Lord of—".... Xykon declares this too long to remember and blasts him dead. He then asks the goblin spokesman, ("you, in the red cloak") what his name is, and gets the answer "Redcloak." To date, Redcloak's actual goblin name has not been revealed.
Dominic Deegan introduced in early comics a knight by the name of Siegfried Gunther Aern Damaske von Callan. When he introduces himself to Dominic (and later to many others), Dominic's only response is to stare at him blankly even after he describes his problem, prompting Siggy to ask, "I lost you at the name, didn't I?". Dominic (and later many others) immediately says, "Er.... may I just call you Siggy?"
Digger "well actually, Digger-of-Unnecessarily-Convoluted-Tunnels". What's more fun is that's her personal name; none of her named relatives use the of-Unnecessarily-Convoluted-Tunnels bit. It is implied the surname is Quartzclaw as that's her clan's name.
And Shine Heaven Now has a minor character who sees herself as the heroine of the story, and has every intention of falling in mutual love with one of the main characters. Her (self-chosen, possibly indicating some accidental Genre Savviness) alias: Marian Amethyst Raven Yumi Sappho Urania Elizabeth.
Lady Sunset Autumn Honey Purity Sunflower Rainbow from Elf Only Inn (though everyone calls her M'Lady).
Randall observed this about Soo in Long Term Roomies. For someone who usually goes by a three letter name, her full name is Sooraya Fatima Winona Massimari Katherine Habib-Johnson. She explains it as the western and eastern halves of her family getting into a fight over whether she should have a western or eastern name.
The true name of Mr. Jinx from Starslip Crisis is unpronounceable in our language. It is also unpronounceable in his language.
Some of the names in Drowtales can get into this territory, since most names follow the pattern of given name + house name (if they have one) + Val prefix (if they have one) + clan name. Some of the more noteworthy ones are Sandaur'recherrai Val'Illhar'dro (Sandaur for short) and Oil'loss'lin Xyrrai'zestu Sharen, with Odelia'Sigismondo Shessembrae Val'Beldrobbaen (aka The Long Name War Master) taking the cake so far.