The main character in H.G. Wells’ The Time Machine is referred to only as ‘The Time Traveler.’
I thought his first name was revealed in the series finale?
Thought of one more. The Little Mermaid in the book.
The Road Warrior - the Gyro Captain and the Feral Kid were never referred to by name.
It is, it shows up on Carrie’s caller ID at the end of the episode.
His full name is in the movie.
When he receives the telegram informing him that he’s been called back, you can read the name and address upside down after he hands it to Withnail.
The singer in Kenny Rogers’ The Gambler is never named.
Everybody knows that Noah’s wife’s first name was Joan.
Ah, a fellow Bill and Ted fan after my own heart. 
Definitely worth putting a spoiler in for. But next time you do, you need to write something outside the spoiler box about what’s inside it, otherwise no one knows what you’re about to spoil until they actual click on the box (and get spoiled).
Do:
Don’t:
Rosencrantz and Guildenstern know their two names, but cant remember which is which.
Speaking of characters whose names are references to anonymity, my latest favourite is the eponymous character in Jaco Van Dormael’s movie Mr Nobody. The name we’re given is “Nemo Nobody”, which quite literally means “Nobody Nobody”.
As a matter of fact, he’d qualify for this thread, since at one point in the movie he alludes to the fact that he can’t remember his real name and that there are no records of who he really is… which would make “Nemo Nobody” a pseudonym.
We don’t know his parents’ names either - they’re only “mother” and “father” in the film, and they’re not named in the credits.
According to the Wikipedia page, Y.T.'s real name is never revealed in the book. I’ll have to double-check my copy when I get home, tho, as I think her mother’s name is mentioned (which would mean we technically know Y.T.'s last name)
The leading role in the musical Kismet is “The Poet.” Near the beginning he falsely identifies himself as Hajj the Beggar, a name he answers to for much of the rest of the show. But his real name is never revealed.
Oh yes, another one that occurs to me. It’s part of a plot twist, so I’ll put it in spoilers, but the central character of The Day of the Jackal is never identified.
I believe in the novel, the only thing Sethe remembers from the funeral are the minister’s opening words, “Dearly Beloved,” so that is what she has chisled on the baby’s tombstone. Later, when the girl appears calling herself Beloved, Sethe remembers the tombstone engraving and is touched by the name, which she thinks is sweet.
Little did she know…
Anyway, and I’m trying not to give too much away for anyone who hasn’t read the book, I always understood that Beloved named herself from the tombstone engraving, and that that was not the baby’s given name.
IIRC YT’s father isn’t in the picture, although I don’t remember if he’s dead, if her parents are divorced, or if they were never married. It’s possible that YT’s mother uses her maiden name while YT’s legal last name is the same as her father’s. If she has bad feelings towards her father that would give her extra reason to prefer a nickname to her legal name, although that’s pure speculation on my part.
It’s true his name seems to be rarely mentioned but, from chapter 16…
Well thank you Munch. I confess that I thought my having said that my post was “Re the narrator of Fight Club” was sufficient to warn non-Fight Club-initiated posters of the contents of my spoiler box.
However, I will be even more explicit in the future.
Lamia, I think wikipedia is right about Y.T. but I too will need to check–it’s been years since I read Snow Crash–too long in fact.
And it’s so nice to find that Captain Peleg posts on the SDMB.
Oh, a couple of webcomic examples:
In Piled Higher and Deeper, one of the major characters (about the third or fourth biggest character in the strip) has no known name. He has a name, but nobody ever addresses him by it, to his occasional annoyance. His younger sister is named “Dee”, but her last name isn’t known, either, so that doesn’t help.
And in Order of the Stick, there are a couple of minor characters, common soldiers who ended up hanging out with the heroes for an arc. At one point, they stay behind to hold off some enemies, and the genre-savvy bard laments that they’re surely doomed, since they don’t even have names. Following that, well, read the linked strip.
In That Thing You Do, the bass player is only known as “The Bass Player.”
In the comics, in Calvin and Hobbes, Calvin’s mom and dad have no names.
Charlie Brown’s crush is only known as “the little red-haired girl,” although she may not count since she is only spoken about and never actually appears in the strip.