Oooh, Finland has some great ones!

We got some names that are by accident or on purpose. Like the legendary
Anu Saukko which if said, sounds like Anus Aukko (Anal Opening=asshole).
A less dirtier one that I heard of was the story of a family waiting for a boy but instead got a girl. So they called her
Unelma Sirpa Leena which together means "shattered dreams" but all those are real names. But put together, can sound or mean something totally different.

Gotta love the finnish language.
By the way, I cracked up with my friend, thinking that if he ever became a big artisté, he'd change his name to
Hhhh. You say it like you breath heavy. You know how artists are...

"Who painted that?"
"Oh its Hhh...."
"Excuse me?"
"Hhhhh..."
"Who was it?
"HHhhhh!"
"You need a glass of water or something?"
*Grabs another person.
"Who painted that?!"
"You mean Hhhh?"