You can also have names with spaces in them which is what catches my wife out a lot, she's got a double barreled surname only instead of a hyphen she has a space between the two. One last name made up of two separate words.

There is also the celtic tradition of using your last middle name as a first name, I know quite a few people who do this, one particularly common example in Ireland is for people to have an extra first name of Patrick although that one would never be used outside of passports and other official documentation.