Almost as bad is accepting my name without complaint, but then rendering it as O%27Kelly for years. (I'm looking at you, Amazon.)
Some systems will manage to accept the apostrophe properly, and then make life difficult by making up the collation as they go along.
At least 80% of the time someone tries to look me up in an alphabetical list, I have to try to convince them that no, I really am on the list, but that I might be found at the very beginning of the Ds, at the very end of the Ds, in the Ds where I'd be with no apostrophe (depending on how they handle alphabetization of punctuation), or at the top of the Fs (middle initial) or in the As (on lists where the D has been interpreted to be an extra middle initial).
Even better, I often wind up on these lists several times when someone decides that it's easier to enter all my information again rather than look for it in one or two more places.
Credit-card name verification seems to be a bit smarter; every credit card I have has a different variant of my name on it (and a lot of credit-card forms consider an apostrophe 'invalid' in a name even though there's one on my business Visa card), but I've never had a charge rejected because the name was not an exact match.