Frau Blucher (Young Frankenstein)
Juan Sanchez Villa-Lobos Ramirez (Highlander)
Hiro Protagonist (so it’s from a book, sue me, it’s still the greatest name ever)
Santanico Pandemonium (From Dusk Til Dawn)
Sex Machine (ditto)
The Humongous
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Dr. Michael Hfuhruhurr and Anne Uumellmahaye (Man with Two Brains)
Kareem Abdul-Jabbar (Airplane!) *
- yeah, I know
Stacker Pentecost (Pacific Rim)
Buckaroo Banzai
Plus General Buck Turgidson
President Merkin Muffley
The Ambassador’s name is Alexei de Sadesky.
Though you never hear him, Premier Kisov
and the good Doctor himself, of course.
Casanova Frankenstein in Mystery Men
Almost every Dickens character.
StG
Honorable mention to Gumbercules.
He changed it when he became a citizen. Used to be Merkwürdigliebe.
Benedict Cumberbatch
Veruca Salt
Oom Koos
Gilligan 
How can you post Trudy and leave out her husband, Ignatz Ratskywatsky?
Lacey Underall
Neidermeyer!
Zaphod Beeblebrox (I’m aware it came from the book series)
But what about the names that celebs give their kids? A few that come to mind:
-Moon Unit Zappa
-Pilot Inspektor (Jason Lee’s kid)
-Moxie Crimefighter (Penn Jilette’s daughter)
Buzz Lightyear
Tuco Benedicto Pacifico Juan Maria Ramirez (also known as “the rat”)
and Mike Myers’ parody of it:
Lotta Fagina
Bond movies are good for a lot of names:
**Tiffany Case
Kissy Suzuki
Holly Goodhead
Mary Goodnight
Nick Nack
Oddjob
Octopussy**