Mass Effect managed to avert this with Commander Shepard. By giving the player a fixed last name and having everyone else refer to them only by their last name or rank, they can have NPCs refer to the player by name in dialogue.
If you share a drink with Dr. Chakwas in the third game, you get treated to this conversation:
Chakwas: "Ah, Shepard.. you know I just realized; you've never called me by my first name."
Shepard: "Well, neither have you.."
Chakwas: "And I never will. You are Commander Shepard; Hero of the Citadel, Conquerer of the Collectors, Savior of the Galaxy. Using your first name just disrespects everyone you're fighting for, alive or gone."
Shepard: *chuckling* "That makes no sense."
Chakwas: "Consider it a lady's prerogative, then."
The true names of individual Reapers are unknown. "Sovereign" and "Harbinger" are just self-congratulatory and/or symbolic titles those two Reapers chose to use when speaking with organics. However, Sovereign did reveal its true name to the geth: Nazara. In fact, the Reapers as a whole have no true name. "Reaper" was a name that was given by the Protheans and passed down to the current cycle through the beacons.
Sovereign:"Reaper". A label created by the Protheans to give voice to their destruction. In the end, what they chose to call us is irrelevant. We simply...are.
This could technically apply to an entire race - the horned, tall people who follow the philosophy known as the Qun. Not only are all Qunari names more like job titles, but we have no idea what their race was called before the Qun's invention - even "kossith", the next best thing, is just their previous philosophy.
In Dragon Age: Inquisition, the Qunari Glass Cannon you can recruit is never referred to by his original name, only the title "The Iron Bull" and later, "Hissrad", as Qunari have no true names under the Qun.
else Heart.Break() has most people referring to themselves and referring to other people by their first names.
Averted in typically humorous fashion in South Park: The Stick of Truth. No matter what name you give the hero when prompted, he will only be referred to by Cartman and the others as "Douchebag".
Chell and GlaDOS from Portal are never referred to by name outside of subtitles. In fact, it wasn't until the second game in the series that we heard any names uttered at all, namely Cave Johnson and Caroline.
In Ghost Trick, all minor characters are just given descriptive nicknames such as "Guardian of the Park" or "Feverish Firecracker." Even the villain is only known as "Eyebrowed Villain." The only exceptions to the rule are Near Sighted Jeego and One Step Ahead Tengo, minor hitmen who try to kill one of the main characters.
This is an unusual example, as most of these nameless characters actually have names given in dialogue (the Feverish Firecracker is named Amelie and the Eyebrowed Villain is named Commander Sith, for instance); Sissel just doesn't bother learning them. This is possibly because Sissel turns out to be a cat, and better at identifying humans by descriptors rather than given names.
Thief: Though he's one of only two characters to appear in all three games, we don't learn Artemus's name until Deadly Shadows.
The Heroic Mime protagonist of Marathon has no name given. He is only directly referred to as "You," "Rogue Conditioned Slave Unit," and "Our friend here," which makes it seem like Bungie had just went on the same road as DOOM and other games of the era and decided not to develop their main character. However, the first game has a few references to who he is, and the third game is all about him going insane trying to find out who he is and why he can't choose his own destiny.
Word of God claims that the original reason for him not having a name is because the player is supposed to identify him as himself. Seeing as Doom is a first-person shooter where the action is seen through the eyes of the hero, it makes sense.
In the books, his name is Flynn Taggart. A more generic army name there ain't.
In the Doom movie, he was named John Grimm. Apparently id Software's sole insistence for the film was that his first name be 'John'.
In the Doom 3 novels by Matthew Costello, he was named John Kane. Curiously, this is the same surname as the protagonist of Quake IV.
In Doom II RPG, an old iOS game, id implied the existence of the fan theorized William Joseph Blazkowicz IV, who would have been Commander Keen's son...and then further implied that Doomguy was his brother, Stan.
The protagonist of the first Quake, sometimes called "Quakeguy", later called "Ranger" in Q3A. In contrast, there's Bitterman of Quake II, and Matthew Kane of Quake IV.
The Spartan-IIs and IIIs all had their surnames replaced with designation numbers after being conscripted as children. The Master Chief is known simply as John-117, while Noble Six is SPARTAN-B312. The Spartan-IIs in particular were kidnapped at such a young age that none of them seem to even remember their last names.
The protagonist of Halo 3: ODST is referred to solely as "The Rookie", with the initials "J.D." being the only hint to his real name. And even that seems to be more of a reference to the generic placeholder name "John Doe".
The Arbiter in Halo 2 and 3 is only referred to by his title. However, later media revealed that his name is Thel 'Vadam(ee).
This applies to most of the pre-Halo 4 Covenant characters; the names of the three High Prophets, the half-jawed Shipmaster, and the Halo Wars Arbiter have only been revealed in non-game materials.
Many high-ranking Forerunners are known only by their titles; the Librarian and the Didact didn't have their original names revealed until six years after their introduction, and even then only in a guidebook.
Every illegal street racing game has a player character with no name, no face and no voice.
There are at least two known exceptions to this rule, though. Midnight Club: Los Angeles has a player character with no name, but with a face, and he never shuts up. Need for Speed: ProStreet has a player character with no voice and no face (he always wears a full-face helmet), but he has a name: Ryan Cooper. And the announcer will make sure that you never forget that.
Your guy in Forza Horizon. He has a face, and somewhat of a personality (fleeting smiles and shaking his head at the shallow superstar competitors), yet he never speaks and his name is never brought up. Lampshaded by the other racers and radio DJs; they mention he doesn't even register his name into the events he's entering.
Many video game RPGs have characters who are never given full names in the game itself (since the player can typically rename those characters anyways), but may be revealed in the instruction manual (or, in the case of Final Fantasy VI, the game's closing credits).
Speaking of FFVI, the temporary recruitable ghosts on the Phantom Train all have "?????" as their names. Terra also uses this as a moniker while she is afflicted with amnesia in the prologue.
Cloud is known simply as Ex-SOLDIER for a little while and NOBODY apart from the playable characters from the original, Reeve, Rufus or Zack have canonical full names. Zack didn't even get that much until Crisis Core.
Final Fantasy X-2 has an interesting time with this. Although most people would know that the default name of the main character from the first game was "Tidus", since it could be changed, characters avoid saying his name, only referring to him as "him".
In Dissidia Final Fantasy, there's Warrior of Light, who cannot even remember his own name (although he was given one by Prishe but the player never finds out what it is, and despite losing his memory again, refuses to be renamed since he doesn't like the idea of his old name to being forgotten completely, whatever it might've been), and the Emperor who is always referred to by his title, but does have a first name - Mateus.
The player character in Dark Scavenger is always called "Dark Scavenger".
An entire country is given this treatment, simply being referred to as "A Country" despite its significance in the plot. Said country is heavily implied to be the US (or at least what's left of it in the setting.)
The player character in the first-person Myst games is never seen, even to the point of having no reflection in glass surfaces; the other primary character addresses him/her/it only as "My friend".
Furthermore, his/her/its label has been accepted into canon as simply "The Stranger".
The 'Point Man', the Player Character of FEAR, is never given a name and is referred to only by his rank-or, alternatively, 'The New Guy'. As is revealed later, his lack of personal identity is central to the plot.
Supplemental material included as a pre-order bonus with F.E.A.R. 2 outright states that he doesn't have a name — at least, not outside a secret name known only by a select few. It was part of the attempt to mold him as the first psychic commander. The other members of F.E.A.R. weren't provided any more name for him than "Point Man" and were informed not to even bother asking what his real name is.
In the Star Wars computer game Knights of the Old Republic II: Sith Lords, two party members - The Handmaiden and The Disciple - have names which are only revealed close to the end of the game. The protagonist him/herself is only referred to as "The Exile" by everyone. Canonically, the Exile was later revealed to be a woman named Meetra Surik.
The main character in the video game Grand Theft Auto III has no name and never speaks. Fans referred to him as "The Guy". Grand Theft Auto: San Andreas reveals his name, Claude. On the other hand, he's supposed to be the same character from Grand Theft Auto II, and in one of those his full name, Claude Speed, is given.
The main character in the game Soulbringer is never referred to by his real name. The one time he almost said his name, he was interrupted, so everyone calls him "lad," "Blood of Andrus," "vagrant," "Young Moon," and (eventually) "Soulbringer."
The first line Trilby (the protagonist and Player Character of half the of the Chzo Mythos series of games) utters is "I don't have a name". He is called Trilby for the type of the hat that he wears.
There is also AJ, whose real name is never disclosed in the game. It's Andrew Jarvis, as those who have read the tie-in fiction will know.
In the commentary for the first sequel, 7 Days a Skeptic, the creator casually mentioned that Trilby's real name is Malcolm, the same name as the "protagonist" of the game. Whether he was joking or not is up for interpretation.
John DeFoe is not the actual name of the second son - he was never given a name except by Trilby.
Rival Schools has Chairperson, who refuses to reveal her real name and would rather prefer other characters refer to her by her title.
Cave Story: The Doctor. (His name is actually revealed late in the game, in a rather subtle way.)
The main character appears to be nameless at first. Through a sidequest necessary to unlock the Bonus Level of Hell and 100% Completion, we learn his name from a fully-memory-restored Curly. It's Quote.
Interestingly, in the 2008 game, he's never given a nickname, either. He's only referred to as "Prince" by the manual and the Concubine, who's mockingly using it to try to sway him into a FaceHeel Turn. It's not noticeable at all unless you're looking for it. Speaking of the 2008 game, this trope applies to so many characters that it borders on a Nameless Narrative. Only three characters are named: your Hypercompetent Sidekick Elika, Big Bad Ahriman (who mainly exists as a shadowy threat to be stopped rather than a character), and Big Good Ormazd (who never appears in person, but his presence is a major motivating factor for Elika).
The real name of the Red Woman AKA The Founder is never revealed in Neverwinter Nights 2: Mask of the Betrayer. Though since Arraman uses his real name, she may well have been originally named Nefris.
Gothic takes place in a prison colony, where most people go by what are presumably nicknames ('Fingers' is a master thief, 'Bullit' a vicious thug). The first NPC you meet tells you he doesn't care what your name is; you're just the new guy. The game manuals refer to the player character as 'the Nameless Hero', and it is never revealed what his original identity is or why he was thrown into the prison colony in the first place.
Lampshaded in Mitadake High, where each player is assigned a random name, but no other student knows what it is. Each character is given a title based on their appearance (E.g. The Creepy Red Haired Boy, The boy with Goggles etc.). This is crucial in the Death Note mode and forces the player playing as Kira to think creatively in order to get other players names. Often they'll check the school computer and compare appearances to find potential victims, or hunt out the Shinigami eyes player, who can see the names floating above players heads.
The nameless suit wearing supernatural entity in the Half-Life series (dubbed the "G-Man").
In addition to the player characters, a few Ace Combat characters like Yellow 13 are known only by callsign.
The Voodoo Lady who helps Guybrush in all the Monkey Island games never really tells him her name, even when he asks for it, she says that names have power and only fools would willingly give them away.
Which is made extra ironic by the fact that Guybrush introduces himself (first name, last name, and alleged occupation) at every possible opportunity.
The final boss in the NES version of Double Dragon II: The Revenge is never given a proper name. The ending text simply refers to him as the "Mysterious Warrior". His expy in Double Dragon Advance is named "Raymond" though.
Solid Snake in Metal Gear, for the first two games - obviously not his real name. We find out his real name (David) at the end of Metal Gear Solid, but he continues using the name Snake. (The original game plan of Sons of Liberty suggests that Snake and Otacon would have called each other by their real names when they were on missions together, but this idea was scrapped very early on.) His real name is mentioned one more time, by a character in Guns of the Patriots as proof that she knew him from before he became Snake. Word of God says Snake finally abandoned his codename and started using his real name after 4. (Interestingly, the non-canon games act as if he has no name at all - Metal Gear Ac!d makes it a major plot point that Snake doesn't have a real name, then again at least in the second one it's not the same Snake as in the main games.)
In The Godfather: The Game, one of the original characters is known only as The Trojan.
Everyone in Team Fortress 2 besides Saxton Hale (from the supplemental material), until the comic introducing the WAR! Update named the Announcer Helen, the RED Demoman Tavish Finnegan DeGroot and the RED Soldier Mr. Jane Doe, which may not even be his real name considering he's nuts.
The comic introducing the Engineer Update gave the BLU Engineer the name Dell Conagher and his grandfather Radigan Conagher.
The Sniper has been addressed as "Mr. Mundy", though we still don't know his first name.
The comic "The Naked and the Dead" reveals that the Scout's first name is Jeremy and the Medic's surname is Ludwig.
In all of the Saints Row games the main player character is never given a name. In the first game he's called "dawg' or "playa". In the second game this is held up (partially since you can make the main character a woman, and the character isn't even referred to with a pronoun), and the character is mainly referred to simply as "Boss" by the other Saints, and "you" by most of the other characters. In Saints Row: The Third, during one of the Heli Assault activities Kinzie states that she found their real name while hacking the Deckers' database and when she offers to tell you, the player will remind her who's piloting the attack copter.
BioShock 2 has a protagonist known only as "Subject Delta", with his identity prior to becoming a Big Daddy unknown. Eventually it's revealed by a less than trustworthy source that he's an undersea explorer from the surface that stumbled across Rapture nicknamed "Johnny Topside", his real name never given. Subject Sigma, another Alpha series Big Daddy, is not subject to this as we learn his real name. It was Charles Milton Porter.
In Ghostbusters: The Video Game, the main character is referred to primarily as Rookie besides a few other nicknames. According to Venkman, the history of your predecessors have not been good (not helped by the fact that your job is to test experimental equipment so that it doesn't blow up on the other guys) so it's best not to form any particular attachments. There's also the Serial Killer known only as the Spider Witch, as the authorities never discovered her name, not even an alias.
The protagonist of Dark Fall: Lost Souls is known only as "Inspector", and his voiceover actor is listed in the credits as "The Inspector - ?".
The necessity to have a character with a fully customizable name and feasible voiced dialogue in Neverwinter Nights 2 led to some pretty awkward pronouns before the player gets any rank. Mask of the Betrayer managed to avoid this by having almost no conversations about the player, only conversations to the player.
The original had a few of the same issues, mostly resolving the voice acting by putting the character's name in the text of the dialogue and replacing it with "you" in the voiceovers.
Most mods completely avert this issue, as they usually have no voice acting and can use the function that puts the player's name into the text of what people say.
In I Wanna Be the Guy, we never get to know the main character real name, nor the name of the final boss. That's assuming that The Kid and The Guy aren't their real names. "The Guy" is a title.
The main character from the Chocobo's Dungeon games is only ever referred to as 'Chocobo'.
In Yume Nikki, the only character explicitly named in game is Madotsuki, according to the menus, and two characters are called Monoko and Monoe in the game's internal files. Every other character in the game all have fan-names that are not official - officially, they are nameless characters. The fact there is no dialogue, narration, or footnotes of any kind in this game only enhances the effect.
Ōkamiden has a scholar. She claims that she will reveal her name on her date with Kurow. We never see the date because Kurow died.
All we know about the Knight from Trigger Knight is that they're... well, a Knight.
All the protagonists in the Fallout games have their name defined by the player, but the conversations and voice acting can't predict that, so they're referred to by others with a title: "the Vault Dweller" (Fallout), "The Chosen One" (Fallout 2), "the Lone Wanderer" (Fallout 3), "the Courier" (Fallout: New Vegas), and "the Sole Survivor" (Fallout 4). Somewhat averted in that the protagonist(s) of Fallout and Fallout 4 do have canon names, depending on who you choose to play as (in Fallout, the default "strong", "diplomatic", and "stealthy" characters are Max Stone, Albert Cole, and Natalia Dubrohvsky, respectively, and the husband-and-wife duo of Fallout 4 are canonically named Nate and Nora). Fallout 4 tried to avert this by having a list of pre-approved names that would be spoken by people in game; however, only Codsworth will refer to you by your chosen name (being that it's extremely expensive to have voice actors re-record hundreds of lines with hundreds of names), with other characters calling you a nickname or title (Blue by Piper, General by Preston, and "sir" or "ma'am" by Codsworth if you choose a non-approved name).
Playing this trope straight is The King, de facto ruler of Freeside. The NCR intelligence arm is all over him, and "The King" is the only name he's ever given.
There are also lesser characters, like the Forecaster, most generic townsfolk ("Freeside Resident," "Goodsprings Settler, etc.") and most human mooks ("Fiend," "Legionary Assassin," etc.). Likewise, most non-human humanoids (Ghouls, Super Mutants, and Synths) are named by their title (Feral Ghoul Reaver, Super Mutant Butcher, Synth Trooper, etc), and except in rare cases, creatures are called by their species and, sometimes, a descriptor (Glowing Deathclaw, for example). Only a select few of each are actually named, and that's usually due to their importance to a quest.
In Jak and Daxter: The Precursor Legacy only a handful of characters are known by name. All others are instead referred to by their profession or their relationship to other characters. Examples include the mayor, the sculptor, the fisherman, Jak's uncle, the bird lady, the gambler and the various sages.
Dragon Quest Swords: The Masked Queen and the Tower of Mirrors has one character (Fleurette) who will refer to the otherwise unnamed protagonist by a nickname in spoken dialogue; she suggests several nicknames (such as "Blade" and "mon ami"), and you can choose one of them.
Not to mention that the series very rarely names NPCs- they'll be graced with a name if they need one. Not many do.
Lampshaded in the Earthworm Jim series. Princess What's-Her-Name's real name is... Princess What's-Her-Name. According to the TV series, her elder sister, Queen Slug-For-A-Butt, gave her the name What's-Her-Name out of complete disrespect.
Given its popularity with pieces involving wandering samurai, this trope shows up in Way of the Samurai, where 'Nameless' is the default name given to the player's ronin character. You can always choose to change it, but seeing as how the player is apparently some kind of amnesiac swordsman, it fits.
Many of the enemies in Hellsinker are simply entitled "Unnamed XXX" where XXX is a three-digit number.
Subverted with the boss of The Way of All Flesh, who is called "The Unnamed 771", the only "Unnamed" enemy to be prefixed with a "The". It's even more of a subversion because it's the One-Winged Angel form of Lost Property 771 aka Amber.
In Pokémon Black 2 and White 2, Hugh's little sister, despite playing a huge role in his backstory and character motivation, is never named.
Most player characters' moms are unnamed. Ditto for their fathers, in the rare instances in which they're mentioned.
The first gen has trainers without names and are called by what they are (Super Nerd, Gambler, Channeler, etc.). Only gym leaders, your rival, the Elite Four, and important NPCs have given names. It wasn't until gen 2 that all trainers were given actual names; now instead of Gambler, you would get something like Gambler Jason.
The protagonist of Vivid Conceptions is known only as "the Bantam", but that's the name of his species. His real name, if he has one at all, is unknown.
In the first game of the S.W.A.T. series, the player character is referred to as the SWAT Pup "until formal introductions can be made." However, NPCs continue to refer to the player as Pup throughout the game - even when he is promoted to element leader.
The instructor who is always heard but never seen (better known as Phone Guy) never says his real name. The sequel hints that his real name may be Fritz Smith, but the evidence is conflicting.
Five Nights at Freddy's 3 briefly introduces a new instructor heard over the phone, who once again is unnamed, but known by most people as "Phone Dude".
The protagonist of Five Nights at Freddy's 3, unlike the other protagonists, is never named at any point, making it ambiguous as to whether they're an all-new character or a returning protagonist.
The murderer who killed five kids in the backstory of the series is never named. Hidden articles in the first game only reveal that the killer was male, and he is only ever seen as a purple and under detailed sprite in various mini-games (and as a rotting corpse inside Springtrap in the third game). His name is later revealed to be William Afton.
The child protagonist of Five Nights at Freddy's 4 is never named, nor is his brother or the kids he interacts with. A popular interpetation is that one of the brothers is Michael Afton.
The main character of Hatred doesn't reveal his name in the trailer, simply stating that it's "not important".
In Fantasy Life, the Prior/Elder Dark Sultan is only known by his title.
Rashid's friend from Street Fighter V's General Story mode, despite being important to him, has never had her name revealed at any point in the game.
In Evolve, while Kala herself has a name the monster she eventually becomes never got an official name. Depending on what you consider more canon, the closest we got to an official name is either Hybridnote The name used by the ambiguously-canon Deepest Dark narration or Kalinote A name attached to a piece of early concept art, a la Grounder to Kraken.
In Borderlands 2, Zer0's "name" is more of a nickname - taken from the holographic 0 that appears on his mask when he kills someone. It's implied that Tannis knows, but Zer0's background is so ambiguous even Angel can only say "I 'unno" when asked what she knows about him.
Sombra from Overwatch is the only hero whose real name isn't given in her biography (which renders her name as "██████████") or in-game. This makes sense, since she's an incredibly talented and enigmatic hacker. However in the "Searching" comic, Zarya discovers from people in her hometown that her name is Olivia Colomar.
In Battle Zone 1998, the player character in the American campaign is only ever referred to by his callsign, Grizzly One, and he reveals very little about his name or his past in the Captain's Log. The player characters in the Soviet campaign and in the Expansion Pack's Chinese campaign are only ever called "comrade".
Copy Kitty presents most character's names above their textbox:
Throughout Boki's Story, there's someone who speaks in a colorful textbox, but no name. They're supposedly the person who assigned Arikan to guard the Dimensional Nexus, stole Fortress Virs, and launched an assault on the city (all of this is just part of the simulation, of course). Beyond the fact that they're a very powerful and high-ranking Construct, nothing is known about them.
In Savant's Story, a character who appears to be an extra in Boki's tutorial has an extended interaction with Savant. They're supposedly a fellow Entanma with electromagnetic powers who have dealt with the Cybers for a long time, but the textbox is completely blank. The fact that they have electromagnetic powers and their general personality suggests that it's Lymia, one of the first characters Raibys created for the setting.
Clarence's Big Chance: Subverted with Clarence's girlfriend. She does have a name in each game — one picked randomly out of a possible three. There is no official name for her, however.
In the sequel though, her official name is Sally, which was one of three possible names for her in the game.
Germination: The only thing we know about the astronaut is that they're an astronaut.
In Ravensword: Shadowlands, the game never reveals the player character's name. You cannot name him, and the closest he gets to a name is that a few times he's referred to as "the survivor of the battle at Heronmar".
The second game's protagonist doesn't have a name (or a voice or a backstory, for that matter), and a later weapon implied to belong to him is called Hammer of the Nameless. Some sources call him Aramus, however.
In Winter Assault, Gorgutz' dumbass Number Two doesn't get a name. Fans have taken to calling him "Stupid" after this scene where Gorgutz reveals he has a plan to lure the Chaos Lord Crull out:
Touhou: The minor characters Daiyousei and Koakuma are technically never named- those are Species Surnames meaning "Great Fairy" and "Little Devil" respectively.
Sonic the Hedgehog: Japan hasn't adopted "Ivo Robotnik" (which originates from old American canon) as Eggman's name. For years, Eggman was Only Known by Their Nickname but Sonic Adventure 2 canonized "Robotnik" as his surname. His given name on the other hand is "unknown" in Japan.
The main villain of Wario Land 3 is only referred to as "a hidden figure" even after his true nature is revealed. He was later given the proper name of "Rudy" in the English translation of Dr. Mario 64 but he's still only referred to as a hidden figure in the Japanese script.
While everybody in Survivor: Fire has the surname of MacDougal, their first names are a mystery.
The main character of A Hat in Time is never given a name and referred to as "Hat Kid" in all official works. As she's also a Heroic Mime and on a completely alien world no one knows her name to ever say it in game. Rather amusingly, you do actually see her name written down, but it's in her own alien language and thus not possible to read it to find out.
God Eater: Played with in the games, as the player must choose their own protagonist's name and codename.
Subverted in other media, the rest of canonically default male protagonists have a Canon Name, except one of them, the God Eater Mobile Protagonist. No official name given for the GEM Protagonist, due to Project G.E. Team is no longer acknowledgeGod Eater Mobile before he could have one.
Played straight for the rest of default female protagonists, except few of them, Aki Tamashiro (God Eater 1), Rio Kamiki (God Eater: Resonant Ops) and Luca Pennywort (God Eater 3, shares the same name with her male counterpart). Their canon names are officially revealed in Pachi-Slot God Eater, God Eater Rezo Nantoka Gekijou and God Eater 3 livestream respectively.