In The Merchant of Venice by Shakespeare, Shylock says his daughter Jessica's name a lot in their first scene. One gets the feeling he likes her a lot, but he's somewhat overprotective and possessive. "What, Jessica!" — "What, Jessica!" — "Why, Jessica, I say!" — "Jessica, my girl." — "Hear you me, Jessica."
In Memphis, at the start of Act Two when Huey gets his own TV show in the song "Crazy Little Huey", both Huey and some dancers from the show proceed to sing "Hueeey!" Huey himself singing "the name is Hueeey!" a few times before the final "crazy little Huey is on your TV!"
From Tennessee Williams's A Streetcar Named Desire:
When Blanche arrives and sees her sister Stella for the first time, she quite enjoys saying it: "Stella, oh, Stella, Stella! Stella for Star!"
"STELL-LAHHHHH!" That's exactly as it appears in the script. That's Stella's drunken husband Stanley screaming at her.
Edward: Then, from my lips/Came a voice, came a name/ I cried "Jane" from the depths/ I called out/I cried "Jane"
Chicago: Roxie Hart, when she sings her song about her future fame. Roxiiiiiie...Roxiiiiiie... After all, it is "the name on everybody's lips".
Miss Saigon: KIIIM! Happens during the fall of Saigon scene and at the end. If the actor playing Chris is feeling particularly hammy, he may add a Big "NO!".
Die Walküre, first act has Siegmund at the top of his voice: "Wäääällseee! WÄÄÄÄÄÄÄÄLLSEEEE!!!! Wo ist dein Schwert?" (Wälse, where is your sword?)
A rare example for Cirque du Soleil, in Amaluna, Romeo exclaims "MIRANDA!" when the Black Peacock Goddess flies off with her just before the Chinese pole act; Miranda likewise shouts "ROMEO!" when Cali pulls him below stage at the end of the tightrope act.
In Pokémon Live!, Team Rocket asks the audience to yell "Team Rocket" loudly.