Lots. In fact, probably more of them than not, considering national consciousness tied statehood that does not always fall along prior ethnic or cultural lines is something all sovereign states try to cultivate to stay together, and define the ingroup and outgroup. It's also used to set ideological lines, and to purge perceived connections to an earlier, now-undesirable administration.

Just considering common names, here's a few:

Burma -> Myanmar

Belgian Congo -> Congo -> ??? -> Zaire -> DRC

Persia -> Iran

South Rhodesia -> Rhodesia -> Zimbabwe

Upper Volta -> Burkina Faso

Yugoslavia -> Serbia and Montenegro