Also not character names exactly, but there have been plenty of punny names in the Car Talk credits.
Then there’s Goto Dengo in Cryptonomicon. A book that has quite a bit of programming stuff in it.
If OP isn’t limited to literature, how about The Simpsons? Nearly all the names involve clever worldplay. I’ve often thought it probably isn’t appreciated by those who haven’t had extensive contact with US culture. Imagine explaining to someone why “Clancy Wiggum” or “Waylon Smithers” are funny names.
And that reminds me that Hiro Nakamura from “Heroes” is a little bit punnish.
I’ve lived in the US my entire life, and I think I need you to explain to me how Clancy Wiggum and Waylon Smithers are wordplay.
Who would have thought that a guy named Roy G. Bivolo would become a criminal called Rainbow Warrior.
Then There’s Edward Nigma, Harley Quinn, Scott Free, and Joker aliases Joe Kurr and Jack Napier.
Yes?
Really? You don’t see any irony in those names?
Nobody’s mentioned Lee der Hosen or Hugh G Rection yet. 
I started watching R&B when I was four. I didn’t get Boris Badenov or Natasha Fatale until many years later.
No, I really don’t. They are kind of odd-sounding and unusual, but I can’t for the life of me see any deeper meaning, puns, or irony in them. Okay, maybe “Wiggum” in the context of “wigging out”, but I don’t know of any explicit or implicit meanings behind “Clancy”, “Weyland”, or “Smithers.”
Many years ago I watched an episode of The Electric Company while I was babysitting. I knew I was going to love this show when it introduced a character called Fargo North, Decoder.
Count me in as baffled also (and also USAian)
A pun I didn’t notice util decades after I read the book.
In Kurt Vonnegut’s “Cat’s Cradle,” the deadly weapon Ice Nine is developed by a mad scientist named Felix Honneker. Since “Felix” is the Latin word for “happy,” the doctor’s name is actually “Happy Hanukkah.”
It’s mosly association with cultural references, not necessarily puns or direct borrowing or even homophones (OP says “punny”). I associate “Clancy” with old-time policemen, like the Keystone Cops, although that may just be me. “Wiggum” is reminicent of wiggle (as in a “pig’s” wiggle), and the “-um” ending sounds like the object pronoun “them,” as in the unfortunate recipients of his ineptitude (“wig” them). “Smithers” because he’s a yes-man. I don’t where that comes from; maybe a character from some old TV show. “Waylon” may be a reference to Waylon Jennings, who was a notoriusly tough guy, in juxtaposition to just about everything Smithers says and does.
I find it surprising that I have to explain this. Maybe some of them are just me, but I think there are other names with obvious irony.
Lots of punny names in comics, as pointed out, but I think they were really reaching with Turner D. Century
Simpsons creator Matt Groening’s mother’s name Margaret Wiggum Groening. No pun intended.
(My) ignorance acknowledged.
I think that you are reading way, way, way more into it than is actually there.
I dunno. Three is a lot of ways…
More from anime:
Naruto Uzomaki = Willpower Swirl
Kakashi = Scarecrow
Inuyasha = Dog Demon
Usagi Tsukino (Sailor Moon) = Rabbit Moon (The Japanese see a rabbit in the moon rather than a man in the moon.) Fans of the Usagi Yojimbo comic will also appreciate this pun.
Really obscure: In One Piece Luffy visits Lilly Island where only women live. In Japanese Lilly is translated as Yuri and Yuri can also mean lesbian.
Son Goku literal meaning is “awaking to emptiness” but the pun is “Enlightened Monkey”