The final round of the Panel GameIm Sorry I Havent A Clue is invariably "Late Arrivals", where the contestants come up with silly names for announcements of late arrivals at a ball for a specified demographic, usually (true to form) very bad puns. For example:
"Ladies and Gentlemen of the Interior Decorators' ball, please welcome Mr and Mrs Wall-Carpets and their son Walter Wall-Carpets."
A running gag is to include Gordon Bennett, a British exclamation of annoyance. As in, at the Builders' Ball:
"Please welcome Mr and Mrs Bennett-That's-Twice-The-Estimate and their son Gordon!"
The Adventures in Odyssey episode "Merchant of Odyssey" introduced an IRS agent with a name Edwin Blackgaard (not the most fortunate name to begin with) had to feel pity for.
Harold Leech: My name is Leech.
Edwin: I'm so sorry.
When he was writing the original Hitchhiker's Guide to the Galaxy radio series, Douglas Adams specifically chose the character name "Slartibartfast" because he wanted that character to be "weighted down by some secret sorrow," and further decided that the "secret sorrow" in question was that the character had a really unfortunate name. He explained that he had wanted a name that sounded very rude but could still be broadcast on the radio: he started with Phartiphuckborlz, and worked upwards. Granted, alongside names like "Zaphod Beeblebrox", "Eccentrica Gallumbits", "Wonko The Sane", and "the Great Green Arklesiezure", the name "Slartibartfast" actually doesn't sound all that much more odd.
Also appearing in the same episode as Slartibartfast are the philosophers Vroomfondel and Majikthise, and a computer programmer who isn't named in the radio version but appears in other versions as Fook.
And, of course, Ford Prefect. Not as dirty but still unfortunate. He skimped a bit on his research, and when he wanted to choose a perfectly normal inconspicuous Earth name, he chose the perfectly normal inconspicuous name of a model of automobile popular in the United Kingdom. (North American readers who didn't realize this were left a little confused.)
The cops on Magrathea are named in the credits as Bang-bang and Shooty.
A sketch on John Finnemore's Souvenir Programme parodying A Christmas Carol has a main character called Christopher Muscheer. The joke is elaborated on when the narrator informs us that Chris' wife "also had a name that was very funny when followed by Muscheer, but which I can't recall at the moment" and that his son Bernard "had a name that was not funny when followed by Muscheer, because his parents didn't want him to be bullied at school."
Stan Freberg has this bit in his "Elderly Man River" sketch:
Mr. Tweedly: Pardon me, Mr. Freberg, but my name is Tweedly. Stan Freberg: Well, we all have our problems.