One example in A Series of Unfortunate Events. The Baudelaire children's first guardian after Olaf is called Uncle Monty, And he owns Pythons. You figure it out.
One example in Mistborn, although it might have been accidental. Mistborn, coinshots and people with hemalurgic steel augmentations tend to use metal objects like small-denomination coins as bullets. The smallest denomination of coin in the mistborn verse is known as a clip(also a term for a self-contained unit of ammunition).
There's another example which is clearly intentional this time. Aluminum is allomantically inert so wearing aluminum around your head protects you from allomantic abilities that affect emotions.
Terry Pratchett: I just happened to note a toad had a skin which had had unfortunately gone a bit yellow because it had been ill. Far be it from me to make a pun. You did that.
This was played as a straight Pun in Moving Pictures, where a man in half a lion suit says "I don't know what it's called, but we're doing one about going to see a wizard. Something about following a yellow sick toad."
Similarly, in Jingo!, when Carrot is investigating an attempted political killing with strong similarities to the Kennedy assassination, he interviews a gnoll. In addition to being an informant, the creature has plants growing on it. That's two possible routes to the phrase "grassy gnoll", but it never happens.
Conversely, an actual suspect for the assassination-attempt is named Snowy Slopes. Ankh-Morpork has a somewhat colder climate than Dallas...
The worst offender has got to be Soul Music. There's a scene where the main character, Imp Y Celyn, explains his name: imp being a term for new growth at the end of a stalk, and celyn being a member of the holly family. All the same, there are plenty of time people note his name sounds "Elvish." The entire book is full of music puns like that, some more subtle than others. Of course this is made even more obvious when he starts going by the name Buddy.
Or possibly his band-mate, Lias Bluestone, who changes his name to Cliff. The fact that one of the band's songs is Sto Helit Lace suggests that he's supposed to represent J. P. Richardson Jr. AKA "the Big Bopper".
"You won't get very far in the music business with a name like Cliff!"
Later on in the book, the Dean of UU spends several scenes constructing an elaborate coat. Later, Death, knowing that some things have to look right, borrows it before going very quickly to an important place. When he gets there, he kills The Music. None of this is ever spelled out.
The Dean also spends a lot of time riveting trousers out of denim. The Archchancellor complains, and the Dean replies that soon everyone will be wearing them, and they certainly won't be called Archchancellors.
One of the bands manages to acquire a leopard, which is a bit hard of hearing.
Death riding to the rescue on a motorcycle, which turns ghostly as parts break off... meaning that by the end, he's hitting the highway like a battering ram on a silver-black phantom bike. (Like a Bat out of Hell...)
Plus, the motorcycle was built in the basement, so Death gets it out of the building via the ceiling... through the ground above◊.
Another scene mentions a great musician, who was a priest that robbed a temple (a felonious monk, if you will).
In Wyrd Sisters, the late King Verence explains to Death that he hates cats, and gets his reply in a tone that "suggested that death was too good for cat-haters". Bonus points in that Verence later gets the witches involved by making friends with Greebo: if things hadn't gotten sorted out, Verence would have stayed a ghost indefinitely... which according to Death has nothing to do with him.
In Witches Abroad, there's a couple of puns where the first two witches give an outright pun or Shout-Out but Nanny Ogg delivers the stealth pun.
The three of them are deliberating on the idea of a transport system built on broomsticks. Their ideas for names are puns on well know real world airlines but Nanny Ogg gets cut off before she says hers. However, note she is looking at Magrat and being rather coquettish. Consider Magrat's role in The Hecate Sisters trio. Virgin.
In a later scene, while stuck in a Wizard of Oz parody, Magrat and Granny have a falling out. As they walk along the obligatory yellow brick road, Magrat says "some people" need a little more heart, Granny Weatherwax says "some people" need a lot more brain, and Nanny Ogg, both literally and figuratively stuck between the two, thinks to herself that sheneeds a drink. i.e., Dutch Couragenote Bonus: The "courage" the Wizard gave the Cowardly Lion was a drink.
Followed not long afterwards by a farmhouse falling on Nanny Ogg, and then some rather confused dwarves who want to have Nanny's red boots.
There's also a recurrence of Granny trying to tell a joke about an alligator sandwich ("...and make it snappy!"), but she keeps blowing the punchline ("...and do it fast!").
In Pyramids, a voting system involving each elector placing round beads into a jar is described as giving rise to a popular saying about politics. Presumably that it's a load of balls.
Sybil in Guards Guards "Lord Vetinari seldom had balls. There was a popular song about it, in fact."
In Going Postal, John GaltCaptain Flint Reacher Gilt dresses up as a pirate and has a parrot sitting on his shoulder that continually shouts "twelve and a half percent!" Twelve and a half is 100 divided by 8, or, in other words, one Piece of Eight, which is the traditional coinage that all pirates are after, and "Pieces Of Eight!" was the Catch Phrase of Long John Silver's parrot in Treasure Island.
The Last Hero includes some pages that are excerpts of fictional documents. One of these is a list of "Varieties of the Swamp Dragon". One of the listed varieties is the "Nothingfjord Blue", which is given this description: "Wonderful scales, but a tendency to homesickness." In other words, it's pining for the fjords.
In Night Watch, Dr Lawn briefly refers to "the founder of my profession, the philosopher Scepturn." Since this is obviously the Disc version of Hippocrates, the highly cynical Lawn has presumably taken the Sceptic Oath.
The Guild of Ladies of Negotiable Affection (pre-legalization and renomination) employed Dotsie and Sadie, known as the Agony Aunts since that's what they inflict on badly behaving customers. Now say their names the other way round.
In British English, an Agony Aunt is an advice columnist.
If you swap Dotsie and Sadie around and drop the "i.e." you get Sad-Dots or Sadists.
Another absolute genius Late to the Punchline turns up in Thief of Time. The whole way through the book it is emphasized that Susan hates Nougat. The book finishes with her eating a chocolate privately in the closet. The chocolate turned out (to her dismay) to be Nougat. She is then interrupted when Lobsang arrives. They kiss and the book closes with "Even with Nougat, you can have a perfect moment." This line doubles in Heartwarming when you remember what Lobsang was called before he joined the History Monks' clan; Newgate Ludd.
In Unseen Academicals, a girl calls Glenda "the leftover queen", then thinks it might be taken insultingly and explains she meant that Glenda was very good at cooking with leftovers. Why would someone not like to be called the leftover queen? Because in the card game, the leftover queen is the Old Maid.
Also Trev Likely is a "likely lad" and a skilled dribbler (he works in the University candle vats before getting involved in the football). And a teddy bear with a third eye sewn on its forehead is described as "more enlightened than the average bear" an obvious gag on Eastern mysticism and Yogi Bear's catchphrase, but a subtler one when you remember a yogi is an Eastern mystic.
Vimes: And that's heraldry, is it? Crossword clues and plays on words?
In Guards! Guards!, Vimes refers to an unusually weak beverage as "love-in-a-canoe" coffee. The punchline goes unsaid — it's fucking close to water.
Readers who'd seen Monty Python Live at the Hollywood Bowl would remember the joke.
One from Paul Kidby: his illustration of Leonard of Quirm in Nanny Ogg's Cookbook includes many Leonardo references, including the original sketch of the Mona Ogg. Another picture of the young Gytha, however, shows her lying naked on a divan, which is a reference to a completely different Leonardo.
Possible one in Sourcery, when Rincewind points to his hat and says "What does this mean to you?" and someone else says "That you can't spell." Not only is the word Wizard misspelled (there are two Z's) on his hat, Rincewind is also an Inept Mage. He... can't spell.
"Wizzard" is also apparently a reference to Roy Wood's rock band of that spelling.
The protagonist of Small Gods is Brutha, a lowly acolyte who ends up reforming the warlike theocracy of Omnia and becoming its leader after a number of hardships. So he's actually a Christ analogue, but Pratchett somehow waited until Unseen Academicals to use the fairly obvious joke about the Discworld equivalent of "Jesus Christ!" being "Oh, Brutha!"
The Motto of the Quisition (said warlike theocracy) is Cvivs Testicvlos Habes, Habeas Cardia Et Cerebellvm. The loose translation is apparently "when you have their full attention, you have their hearts and minds", and how loose the translation is. Translated more literally gets you a Real Life quote from Chuck Colson: one of the aides involved in the infamous Richard Nixon Watergate scandal.
The Grim Reaper's main adversaries in the series are the Auditors of Realities. Which means that Pratchett is pitting against each other the two certainties in life: Death and Taxes.
In Gödel, Escher, Bach, the dialogue "Aria with Diverse Variations" (named after a piece by J. S. Bach more commonly known as the Goldberg Variations) mostly concerns the Goldbach Conjecture and variations on it. Near the end of the dialogue, Achilles suddenly offers the Tortoise the gift of a "very gold Asian box." This pun doesn't get to sink in until after the true ending of the dialogue: a fake ending in which a cop arrives and Achilles turns the Tortoise in for the reported theft of a Very Asian Gold Box.
In another part of GEB, "the art of Zen strings" is described in some detail in a dialog between the Tortoise (who is so called, of course, because he taught us) and Achilles. (There is no such art, of course.) At one point Achilles explains that you use a substance called "ribo" to help manipulate the strings and after you get "some ribo" on them you can "translate" the symbols on the "messenger" into folds on a string. Achilles is actually describing the transcription of DNA into proteins via messenger RNA and "some ribo" is a ribosome.
In The Dresden Files, there's a supporting character named Virginia, who is a werewolf. No one mentions that they are afraid of Virginia Wolf.
Also in The Dresden Files, Harry is asked to guess the name of the wizard who is the newest member of the Senior Council. His guess is "Klaus the Toymaker." It is implied that Harry is not joking, but he's wrong.
In Summer Knight, we meet a very small fairy that looks to be nothing more than a spark of light. Her name? Elidee. L. E. D.
Norse related characters tend to have names that are Kenning, and if you can figure it out tells you exactly who and what they are.
For instance: MonOc Securities. MonOc is a combination of words for "one" and "eye;" it didn't take the fans long to realize it was led by Odin One-Eye. And one of their employees is Ms. Gard: If you read up on your Norse Mythology, you'll know that Asgard is the home of most of the gods and location of Valhalla. She's a Valkyrie.
The Archive asks Harry to tell his kitty hello for her. This means that, had she not gone through a third party, she would have said, "Hello Kitty."
In the classic Sherlock Holmes story "The Adventure of the Blue Carbuncle", Holmes and Watson find a priceless gem inside a stolen Christmas goose, and figuring out how it got there takes them all over London. Somehow, Conan Doyle managed to resist having Watson complain about a wild goose chase.
A similar situation occurs in the Dalziel and Pascoe novel A Killing Kindness where the detectives spend most of the novel after a suspect called "Wildgoose" who turns out to be a red herring.
Combined with a Shout-Out in Randall Garrett's Too Many Magicians, in which a character named Tia Einzig learns that her uncle Napoleon has escaped to the Isle of Man. Since "Einzig" is German for "solo", this would make him Napoleon Solo, the UNCLE from Man. (For extra Shout-Out points, she learns this from her uncle's friend Colin McDavid; Napoleon's partner, of course, is played by David McCallum.)
The characters constantly have to deal with the wizard Antorell who is a big nuisance. After one encounter, Killer asks what the commotion was, noting "part of it sounded like another donkey." Morwen answers "No, it was a wizard, though in this case it's much the same thing."
The last book features a character called Daystar. Guess how he relates to the previous main characters.
In the Ciaphas Cain(HERO OF THE IMPERIUM!) novel Duty Calls, the pilot of Amberley's ship is named Pontius. Also one of the major players in the novel are soldiers from an all-female religious order based in the planet's region of Gavaronne. The fact that they are literally the Nuns of Gavaronne is never explicitly made.
In The Traitor's Hand, there is a brief mention of an animal called the nauga, whose hide is particularly useful for "certain hard-wearing applications." The maker of Naugahyde fabric ran with this, selling Nauga dolls.
A Civil Campaign introduces Armsman Roic, who battles against the off-planet law enforcement coming to take away Dr. Borgos. It could be said that the Armsman was acting he-Roic-ally. (This only works if you pronounce his name that way; reportedly the author Herself pronounces it differently, thus didn't see the pun coming.)
In one Star Trek: New Frontier book (all written by Pungeon MasterPeter David), a beast is described as cyclopean, with a large horn, wings, and purple fur, hunting crew members for food. Lampshaded later as one of the stalked crew members says, "It sure looked strange to me." "He was a one-eyed, one-horned, flying purple people eater // Sure looked strange to me"
Although almost certainly not deliberate, the scene with Count Ugolino and Archbishop Ruggieri in Dante's The Divine Comedy has one of these. Ugolino only stops gnawing on Ruggieri's head long enough to tell Dante about the horrible way Ruggieri killed him, in effect giving the Archbishop a good chewing out.
Vernon Dursley works at Grunning Drills — or, in other words, his job is very boring.
The names of some locations in the magical world are symbolic puns, which are never mentioned or called out by the characters at all. "Diagon Alley" (Diagonally) was said by J. K. Rowling to reference Harry's entrance into the magical/adult world, because it was very unusual, or some such. "Knockturn Alley" (Nocturnally) is a dark and frightening underbelly sort of place.
There's also Durmstrang, a Spoonerism of the German phrase Sturm [und] Drang (Storm and Stress). Puns honestly seem to actually be a naming convention of the Wizarding world, they come up so much.
Redwall's seagoing rodent villains are referred to as "corsairs" specifically to avoid an endless string of "pi-rat" puns.
In the kids' story Bee-Wigged (about a giant bee who passes himself off as a schoolboy thanks to a Paper-Thin Disguise) the main character Jerry Bee is noted to be extremely good at spelling. Which of course makes him a spelling bee.
There's a character in the Codex Alera named Rook. Rook is a watercrafter powerful enough to manage Voluntary Shapeshifting. At one point, she uses this to switch places with a member of the nobility, providing protection for the noble and increased maneuverability for herself. Rook castles.
Blood Trail, the second book in Tanya Huff's Blood Books series, features Henry and Vicki protecting a family of werewolves living near London (Ontario). Not one character ever mentions Warren Zevon or his song, "Werewolves of London".
Indeed, the working title of the book was A Canadian Werewolf in London, Ontario.
One of the Foundation short stories, "...And Now You Don't" / "Search by the Foundation", mentions that students in the Composition and Rhetoric class were required to write their names as initial-of-given-name followed by surname, "except for Olynthus Dam, because the class laughed so when he did it the first time."
In Cat's Cradle by Kurt Vonnegut, boko-maru, the only real ritual of the Bokononists is described as a meeting of souls. It is performed by having the two participants remove their footwear, and then press the soles of their feet together.
The dangers of the Stealth Pun are featured in one of the Callahans Crosstime Saloon stories, while the actual Stealth Pun is subverted through explanation; a story on Tall Tales Night is about to bomb because of a Stealth Pun that went over everyone's head, so the narrator steps in to state the pun that the pun-making Star Wars fan was O.B. Juan's kin, Obie.
Spider Robinson has what many would regard as an unfortunate tendency to lampshade his Stealth Pun s. Witness the Callahan story "Have You Heard The One ...?", about a time-traveling salesman: the female guest character, Josie Bauer, turns out to be a time-traveler as well and mentions at one point that her father has almost finished "the Riverworld ser — " The narrator ends by pointedly explaining that he's not going to explain the translation of her surname. (The Stealth Punchline is, "Have you heard the one about the traveling salesman and Philip Jose Farmer's daughter?"
In The Day my Bum Went Psycho, it turns out the Kisser is an ass-kisser in more ways then one.
In the Dragaera books, during the period where Vlad was a gangster, he had two mooks working for him known as Schoen and Sticks. Schoen means stone- thus, they are Sticks and Stones (and will break your bones).
The cellular phone implant during the Millennium in the Left Behind book Kingdom Come. It gives new meaning to the term "a ringing in your ears."
Used as a joke in the comic strip Cow And Boy.
In the Doctor Who Expanded Universe novel Borrowed Time, Rory has acquired a 51st century camera that speeds up time in a given area. The phrase "time bubble" is repeatedly used to describe this. The main plot involves an extradimensional stock exchange that buys and sells time, and a being who believes that she can manipulate the market by buying more time than her debtors have, as long as she can keep passing the debts on before they're called. Despite this being explicitly compared to both the contemporary financial crisis and 17th century tulipmania, the phrase "time bubble" is not used in this context.
In A Song of Ice and Fire, Varys refers to his spies by the nickname "little birds". While the name was probably chosen to reflect the saying "a little bird told me", no one references that in-universe. In another figure-of-speech based example, the Kettleblack brothers (as in "the pot calling the kettle") are scoundrels who accuse others of crimes of which they themselves are guilty. Also, it's been noted that the Kettleblacks seem to be deliberately flat characters and all around mediocre, down to having near-identical appearances and names. Notably, the initials of every Kettleblack are O.K..
A Storm of Swords: Jon is an illegitimate member of the Stark family, whose sigil is the direwolf. When Jon goes undercover amongst the wildlings, he is forced to abandon his black cloak and is given a sheepskin cloak as a replacement. So Jon is A Wolf in Sheep's Clothing.
In Death: Nadine Furst. Why is she always first when it comes to being a reporter?
There's a curious non-comic example in the title of Ellis Peters' Brother Cadfael novel The Rose Rent. The literal reading of the title refers to a house owner's odd demand to be paid one white rose per year by the Abbey in lieu of rent. The punning version refers to the scene in which persons unknown attempt to thwart the arrangement by rending the rose bush from which the annual blossom must be harvested.
There are several in the Warlock of Gramarye book The Warlock Rock. Amongst others: A group of animate rocking horses moving around a large clock, and talking rocks constantly rolling down hills.
Digital Devil Story has a pretty groan-worthy bilingual one. An occult organization in Arkham has a computer server run by an AI named Craft. It's never mentioned in the text, but the computer's manufacturer is almost certainly Hewlett Packard.
Piers Anthony does this CONSTANTLY in many of his books, especially in the Xanth books. He notoriously has solicited puns from his fanbase, which are subsequently incorporated into future books. He appends a chapter-long Author's Note to every book, in which he invariably thanks each reader whose pun made it into that novel.