Such was anti-German sentiment at the beginning of World War One that Tsar Nicholas II of Russia felt obliged to change the name of his capital from the Germanic St Petersburg to Petrograd. Later renamed Leningrad, the city only got its old name back after the disintegration of the Soviet Union. It is now once again, St Petersburg.
In England, the Royal Family was also under pressure and in 1917 King George V was forced to change the family name to Windsor. It could have been worse - Cheddar, Stilton, Lymeswold ...
Upon hearing what his cousin had done, Kaiser Wilhelm II of Germany quipped that he was off to see a performance of the Merry Wives of Saxe-Coburg and Gotha.
Even though we are no longer anti-German, the Royal Family is still stuck with its artifical name. Would it not be a fine wedding present for Kate Middleton for the Queen to reclaim the family name so that Kate can leave the church as Catherine of Saxe-Coburg and Gotha?
Alternatively, since children normally take their surname from their father, and their father from his own father and wives from their husbands .... *
* To spare you the Googling time, you would then be cheering for Catherine Battenberg, the surname which under the pressure of the same anti-German sentiment was anglicised to Mountbatten
Postscript 21 May: This Blog is actually more polite than I imagined. When in April 1952, the new Queen Elizabeth issued a Royal Proclamation declaring that her children would take her own Windsor family name, Prince Philip (then Duke of Edinburgh and formerly Philip Mountbatten) is supposed to have complained "I am the only man in the country not allowed to give his name to his children ... All they wanted was my sperm. I'm nothing but a fucking sperm factory to them")[ cited from Alex von Tunzelmann, Indian Summer, p. 345]