It happened (happens?) in English too. All my uncles on one side had Mary as a middle name. They were a very Catholic family. It confused the registrar no end; apparently one of them found out much later his birth had been registered as a girl. This confusion suggests to me that it wasn’t particularly common, but it did happen.
Diego is just one of many names in Spanish derived from root as James - it’s not even the oldest, it’s derived from Santiago (Saint James), which, of course, comes from the older Iago.
This used to be relatively common for catholics in European countries. My grandfather’s middle name was Maria.
Not true. Diego is the Spanish form of Didacus. The equation to James is often made, and you’ll find it in otherwise good sources, but it’s wrong. Details here. There is an awful lot of nonsense out there in the study of names; I wonder why?
Marxxx took the one I was going to mention – “Beverly”, which surprised the heck out of me when I first heard it.
There are nicknames that switched gender, too. I was very surprised to learn that Bunny used to me a male nickname. And it’s worth recalling that Felix Salten’s* Bambi was male.
and later Disney’s.
Cool, I didn’t know that it happened in other languages. 
All this time and nobody’s brought up that strange boy named Sue?
I had an uncle everyone called Bunny, but that was because he kept rabbits as a child. It’s hard for me to think of him as Henry.
Wasn’t Julian (or Julien) originally a feminine name? There was a (female) Saint Julian way way back.
Kelly?
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Sally
Leslie
Carol
Sharon
Claire
I’m missing something, huh? I suspect that this isn’t what the OP is after. 
Peace,
mangeorge
Nope – he wants names that were originally feminine, but are now considered masculine.
ETA: I had a great-great Uncle Albert that everyone called “Bun”.
As well as Juan Cruz Alli (ex-president of Navarra) to name one off the top of my head. Multi-word names where one of them is Cruz are common in Navarra; for a girl it’s usually María de la Cruz (Mari Cruz), for boys I know Juan Cruz, José Cruz and Andrés Cruz.
My father and all his siblings had “María” somewhere, but you have to take into account the difference in Spanish between a “nombre compuesto” and “multiple names.” A name is “complex” either when all words are needed in order to make sense, or when the meaning with all the words is different than without (a Francisco’s patron saint would be Francis Asissi; a Francisco Javier’s is Francis Xavier), or when a group of names is intended to be used fully (Juan José, or those Cruces I mentioned). My grandmother never intended for any of her sons to be called María except for uncle José Mari (which, being Joseph Mary, is a GUY’s name while Mary Joseph is a GIRL’s - both are “complex”). Most of those Hispanic women that according to the US census are called “Maria (something)” are not called María by anybody except the US government (and maybe our employers); my name includes María but it is not María.
In that case, there are none.
Maybe Leslie.
If you include names that changed form when they changed gender (like Joseph -> Josephine, or John -> Jane), then the only one I can offer is “Mario”, which I presume is a masculinized form of “Maria”. Possibly also “Evan”, but I don’t know whether that’s actually derived from “Eve” or not.
No, Mario is simply the modern Spanish and Italian form of the Latin name Marius. Maria looks like the feminine form of the same name, but it’s actually a back formation from Miriam / Maryam. At least, so says my source (Oxford Dictionary of First Names), but they don’t say how they know that there was no feminine of Marius, as Roman women’s names are not as well attested as men’s.
“Evan” is an anglicization of a dialectal Welsh form of the equivalent to John. Welsh “John” names include “Ieuan” (yey-ahn), “Ioan” (yo-ahn), “Ifan” (ee-vahn), and, archaically, “Iefan” (yeh-vahn). Completely unrelated to Eve.
“Leslie” is another Scottish placename-turned-surname. It’s another Celtic name, with the first element either from the medieval etymon of Gaelic lios or Welsh llys, both “court,” and the second element a matter of some dispute. Beverly and Shirley are placenames-turned-surnames, too, and only later given names. Kelly is original a man’s name, Irish Ceallaigh or something like that. <looks it up>. Wait a minute, we may have a winner. This is long so I’ll add a separate post.
From Donnchadh Ó Corráin & Fidelma Maguire’s Irish Names:
Cellach [Old Irish spelling], m. and f. Traditionally believed to mean ‘frequenter of churches’, it is almost certainly a much older name meaning ‘bright-headed’. A text of the Old Irish period says that this name may be male or female. … However, it was much more common as a male name.
Of course, the modern name Kelly derives from the surname O’Kelly, which is Ó Cellaig [the genitive of Cellach], so modern Kelly is originally a guy.
I know a woman named Kelly. And a man, too.
Weenah?
No, that’s backwards again.
My great-grandfather’s given name was Bunnie LaRue. It sort of seems like his parents intended him to be a drag star, but who knows, perhaps that was a masculine name back in the day.
Per the OP, I doubt you will find any names, at least in English, aside from one-off unusual examples like my great-grandfather. It would seem that names are very gendered; when a boy’s name is adopted by females, parents will drop it altogether for their boys (Vyvyan, Marion, Ashley, etc.), and parents just do not give their sons girl’s names. Even in the extremely rare cases that you’ll encounter a male with a feminine name (and I’ve personally met a very old black man named Ethel, Jr. [his father being Ethel, Sr.]) that doesn’t mean the name has become *considered *masculine, as other parents are hardly likely to name their sons Jennifer and Susan just because there exists one little boy with those names.