There’s got to be loads, right? But my mind is feeble and I could only think of two. So I’ve come here in search of more.
Veruca Salt, the I Want It Now! girl from Roald Dahl’s Charlie and the Chocolate Factory.
Tom Sawyer– The Adventures of Tom Sawyer by Mark Twain.
The Boo Radleys
Mott the Hoople is a Willard Manus novel ( so I’ve heard, I have no familiarity with the book).
And I believe Arrowsmith is a Sinclair Lewis book, but I recall reading something from Aerosmith where they state there was no connection.
Narnia - not a character but a literary place.
Same with Opeth.
Oh yeah, not sure if this counts, But Moby is supposedly a distant relative of Herman Melville.
Local band here in Houston (think they have since disbanded thought) that went by the name of Atticus Finch. Good band.
Does Steely Dan count? (William S. Burroughs reference)
Duh, I don’t read no good, do I?
Okay, how about Marillion, who took their name from Tolkein?
When I lived in Roath, Cardiff, there was a local blues band called
‘The Grapes of Roath’
Genesis?
The Boo Radley’s and Atticus Finch are good. Steely Dan is great-- close enough to a character.
A friend of mine used to be in a band called “Grow like Topsy”. Grow like Topsy was a line in, I want to say Uncle Tom’s Cabin, but I’m not sure.
The Grateful Dead are named for a type of folk-tale, but not a specific literary character.
One of my favorite obscure bands is Grace Darling. THe original Grace Darling was a real person, though; she was peripherally involved in some massive loss of life in a storm on the Irish Coast in the 19th Century, or something.
They Might Be Giants is a novel my mom used to have around the house. And Steppenwolf is a novel. My username is a literary reference too.
The Be Good Tanyas took their name from a song called Be Good, Tanya.
Grace Pool slightly modified the name of a character in the book Jane Eyre for their band’s name. (The original was a Grace Poole.)
Mordred - from the legends of King Arthur
Nevermore - not a character, but Poe’s “Raven” said it a lot. 
Not literary, but historical:
Jethro Tull - 18th century horticulturalist who invented the “seed drill” (which can be quite a dirty euphemism if you’re mind’s as twisted as Ian Anderson!)
Bathory - named after Countess Bathory, the blood-bathing babe.
And I always thought that “Opeth” was really supposed to be Opus (Bloom County) but spoken with a lisp?? (And speaking of comic strips…would Blondie count?)
Not a character but a writer…
Oscar Wilde is a local band in Calgary. I don’t know if their still together but I babysat the lead’s daughter for a couple of years…
The horticulturalist Jethro Tull also wrote an agricultural book caleed The New Horse Husbandry which is supposedly where Ian Anderson first encountered the name.
Not important, but the former religion editor of my local paper wrote some articles about the preacher and former rock singer Jeff Fenholt when he came to our area. Whenever she’d list some of the groups he had shared bills with she always misspelled “Aerosmith” as “Arrowsmith”. I always figured she was confusing the group’s name with the novel.