Many people decide to change their name because they don’t like their original name or find it embarrassing if mispronounced or misspelled. People with names that are identifiably “ethnic” sometimes have problems with that and want to change their name. Some individuals instead would like to reclaim their ethnic heritage by returning to a surname that may have been lost over the years or by the adoption of a new one. Transgender people often request name changes to reflect gender and same-sex partners may choose to share a common surname to facilitate financial or legal transactions. A woman may change her name for marriage and can decide to reclaim her maiden name upon separation or divorce, or take on an entirely new name. Numerology can be another reason for a name change. Whether it is because of a recent religious conversion or simply to honor a person’s religious deity, name changes for religious reasons are quite common:

In 2008, Steve Kreuscher asked a judge in Illinois to legally change his name to In God We Trust: First name, In God. Last name, We Trust. The reason is that God has been good to him, and he wants the world to know.

http://news.exchristian.net/2008/06/man-officially-changes-name-to-in-god.html

Although some may consider it extreme to change your name to support a cause, name changes for political reasons are not unheard of. In the past 10 years, Christopher Garnett became KentuckyFriedCruelty.com, Brandi Valladolid became RinglingBeatsAnimals.com, and Marvin Richardson legally changed his full name to Pro-Life.

Other interesting name changes from recent memory are:

Santa Claus: Robert Rion of Mundelein, 1997
GoVeg.com: Karin Robertson of Virginia, 2003
Megatron: Michael Burrows of Washington, 2007
Optimus Prime: Scott Nall of Ohio, 2001
Low Tax: Byron Looper of Tennessee, 1998
Jesus Christ: Jose Espinal of New York, 2005