In Iceland, if the name is not on the National Registry's list of approved names parents first have to get approval of the name with Icelandic Naming Committee. About 50% of submitted names get rejected. For example Zoe, Harriet, Duncan, Ludwig... all violate naming requirements and are not allowed.
Some countries ban only names that would be degrading to children like naming them after product names or outright insults like Anus or gibberish names like random string. Others have ban rules based on politics, religion, terrorism, celebreties and so on. You can't name child Binyamin and Linda in Saudi Arabia, Osama Bin Laden and Adolf Hitler in Germany, Elvis in Sweden, Rambo in Mexico, Jimmy in Portugal, Lucifer in New Zealand and so on.
More than that actually, there are politicians who are notorious for being hand-in-gloves in their home countries. They always get picked for these "random" checks in the US.