The main character of Savatage's Streets: A Rock Opera is known only by his drug dealer nickname "DT Jesus". The "DT" stands for both "de-tox" and "downtown". The All There in the Manual story provides another nickname unused in the lyrics, "the Savior on Avenue D".
The White Album is the name people usually use to refer to the album "The Beatles" (1968).
The protagonist of Melanie Martinez's Concept Album, "Cry Baby", is only ever referred to as that. According to the song "Cry Baby" she received the nickname because she cried a lot as a child. The music video however implies that is literally her name, as her older brother wrote that on her birth certificate (though it's possible they changed it later).
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Musicians
Ace Frehley, formerly of Kiss. Only his wife addresses him by his real first name, Paul.
Bruce Dickinson of Iron Maiden his real first name is Paul.
The bass player, Fieldy. Most people don't know his real name is Reginald Arvizu.
To a lesser extent, Korn's guitarists James "Munky" Shaffer and Brian "Head" Welch.
Evelyn Evelyn is a performance art duo supposedly made up of Conjoined Twins, both named Evelyn. Their official names are Eva and Lynn Neville, but during their Hilariously Abusive Childhood nobody ever bothered to remember which one was which, so the twins themselves can't remember either.
Canadian Synth Rock band The Birthday Massacre have stage nicknames; while some members just use their real names (Owen, formerly O-en Falcore and Nate) some band members' real names are not public knowledge (Rainbow and Chibi, as well as former members Aslan and Dank).
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When asked about his name in an interview, Christian Lorenz, keyboardist of Rammstein, responded that his nickname Flake is his proper name.
Angel guitarist (and the inspiration for Frank Zappa's song, "Punky's Whips") Punky Meadows. Sounds a lot better than his real first name of Edwin.
Johnny "Guitar" Watson: The word "Johnny" and the word "guitar" in his name, derived from the film Johnny Guitar, are practically the official way of referring to him in the press.
1920s Blues singer Robert Hicks also worked as a cook at a Georgia barbecue restaurant, so his record label combined this with Everyone Calls Him "Barkeep" and billed him as Barbecue Bob.
Tre Cool (Frank Edwin Wright III) and Mike Dirnt (Michael Pritchard) of Green Day. Averted by Billie Joe Armstrong, whose name really is Billie Joe.
Many Black Metal artists' pseudonyms become more well-known than their real names: More people are probably familiar with original Mayhem guitarist's pseudonym "Euronymous" than his real name, Oystein Aarseth.
Ringo Starr: Richard Starkey is the only Beatle not known under his real name. James Paul McCartney used his middle name "Paul" to distinguish himself from his father.
Ozzy Osbourne, Tony Iommi and Geezer Butler of Black Sabbath; their real first names are John, Frank and Terence, respectively.