This one’s a tough one, since most of the games we’ve played tend to be modern or historically based. Instead of wild, I’ll try to go with the most amusing name(s):

Our current D&D-not-using-the d20-system fantasy game  the Saxon barbarian has a father named “Storpik.” It means something naughty — as in the man has a monster-sized you guessed it. The running joke is that the character, who is well-kitted out, is nothing compared to his dad.

During a superhero campaign, we had an off-screen character who never had a chance to make an appearance — a Mexican hero/telenovela star/budding politician named Amigo Fantastico, who main powers were persuasion and emotional control. He was “a friend to all!” and the guy who invented him as a joke had a fantastic voice and demeanor for him.

Otherwise, the group’s I’ve played with have been a bit disappointing on wild character names.