One of the greatest names I remember was a guy that was named "himself". Now that may not sound funny but you have to remember this was back in the early days of AH when the kill message system was different. At that time it displayed every kill a player made and who he killed, so this how the system message would've looked if I shot "himself" down.
SYSTEM: Beefcake shot down himself in a B17G.
It was quite funny.

Another name I remember was Udie. Mainly because everyone pronounced it Uudee on the radio. No one really caught the fact that his name was "You Die".