In http://www.straightdope.com/classics/a2_136.html Cecil wrote:
“They were swept out by royal proclamation in 1917 and replaced with Windsor, and for once the royal family name and surname were identical. Elizabeth II, however, could not bear to have this monotonously sensible state of affairs continue. In 1960 she proclaimed that while hers would remain the House of Windsor, her descendants would bear the surname “Mountbatten-Windsor.” The traditional muddle was thus restored, and there the matter rests today.”
Where did this “Mountbatten” come from?