The Bell Witch Haunting has the unfortunately named Officer Bungalon, pronounced like "bunglin'". He's actually reasonably competent.
The eponymous car from Chitty Chitty Bang Bang. Seriously, who in their right mind decided to come up with a name that sounds like something far more appropriate as a sexual innuendo slang? Ian Fleming, that's who — he actually wrote the novel that the movie was based on, and he's the guy who gave us names like Pussy Galore. Also of note is that Roald Dahl (Fleming's spy buddy from World War II) wrote the screenplay to this movie, and Dahl is also known for punny names and dirty jokes.
Drive has the character Shannon, who's described as a man who never got a break. Apparently it started at birth.
A Fine Mess. Dennis' boss is named Mr. Wardell Flecken, a shortened version of Fleckenshicker. Dennis asks, "Is that like Shickenflucker?"
Meet The Hitlers is a documentary about people who happen to be have the surname "Hitler". Most of them faced bullying growing up due to their name.
Extremely Played for Laughs in Monty Python's Life of Brian. Pontius Pilate has a great personal friend whose name is... Biggus Dickus. He has a wife, you know? You know what she's called? Incontinentia. Incontinentia Buttocks.
The villain of Red Eye is named "Jackson Rippner." Fitting for Jackson, to be sure, but who in their right mind would inflict such a name on their kid? (Apparently, he expressed similar views to them. Right before he killed them.)
Robin Hood: Men in Tights has a character named Latrine. Who is revealed to have changed her name to Latrine. Her given name? Shithouse.
Sherlock Holmes (2009): "Lord Blackwood" is one thing, but if you had to live with a name like "Lord Coward," you might have turned to villainy, too.
Southland Tales The main character from Boxer Santaros' screenplay is called Jericho Cain. Now pronounce that quickly.
Emperor Palpatine. A respectable name: imperious, meaningful, and just plain cool. His first name is Sheev. And now you know why he was on Last-Name Basis for thirty-seven years.
Considering his original name was supposed to be Cos Dashit, well, Sheev suddenly doesn't seem so bad.
The Phantom Menace has a background member of the Jedi Council named Yarael Poof. In Britain, "poof" is a derogatory term for "gay man". It's unlikely that George Lucas knew, however.
Kit Fisto, appearing most significantly in the animated series Star Wars: The Clone Wars, but also in the live-action entries of Attack of the Clones and Revenge of the Sith (though never really speaking in them). Because of that, casual fans are probably only really know of his name because this trope - and the unfortunate part of his name is obvious, the fisting jokes just write themselves after seeing it.
What, no mention of Darth Tyranus, aka Count Dooku? Many Toilet Humor jokes have spawned from that name.
Drew Barrymore has a great scene in The Wedding Singer where she's trying out her married name in front of a mirror and realizes she's about to become "Mrs. Julia Gulia".