In
Matter of Nawadiuko, (City of NY Civil Ct., Oct. 1, 2012), a New York trial court denied an application by a family to change their name from Nwadiuko to "ChristIsKing". The court identified two concerns:
To permit this name change would be placing unwitting members of the public including public servants in the position of having to proclaim petitioners' religious beliefs which may or may not be in agreement with that person's own equally strongly held but different beliefs....
... [P]etitioner parents were both born in Nigeria. Twelve Nigerian states have adopted Sharia law which does recognize blasphemy as a crime and has some severe punishments depending on the level of the blasphemy. If petitioners returned to an area of Nigeria enforcing Sharia law, members of the Islamic faith calling petitioners' name in those areas might be committing blasphemy under Sharia law subjecting themselves to some degree of punishment.
The court noted that the family still has the common law right to change their names without obtaining a court order, but that "in post 9-11 America, this right may be more available in theory than in practice.... Security concerns now require consistency between a person's name on a birth certificate, driver's license, passport, marriage licenses, social security cards and other common everyday forms of identification issued by various levels of government."
Volokh Conspiracy has more on the case.