My riding instructor owns a retired racing Thoroughbred who's name isn't really funny- it's just the stupidest name ever- Tommy Tom Tom (someone was clearly not feeling creative, huh?). She changed his name to Voltaire, which is much better (in my opinion).
At my barn there are some strange show names...
Doppler Image (Image)
Zone It (Kobi)
Code Red (Cody)
Ima Poco Pistola (Lola)
Spotless (Shadow)- Shadow is by no means Spotless (grass stains and a yellow tail are common on him)