A few quick examples from stories that have been on my mind recently:
Poe's 'The Cask of Amontillado'. The victim - Fortunato.
Nabakov's 'Lolita'. Mention of his first unresolved love - Annabel Leigh. A reference to Poe's poem about the hold of love beyond death 'Annabel Lee'.
Last night I saw the Art Film 'Numb'. Mostly disappointing due to lack of subtitles. The main character is named Claire. She was someone who was not on the numbing drug ("The Drip"). Claire:Clear.
Currently I am reading Chuck Palahniuk's 'Diary' and the Island Towne is Waytansea (read quickly: Wait and See). We have characters named: Misty, Grace, and Angel. I haven't gotten far enough to know the relevance of the names, but they should prove fun!
Done blathering now.