My wife has a hyphen in her legal name. This is beyond the ability of most sites and companies to deal with and causes them to fail in random ways.
(the most annoying part is that I'd change it if I could because it has no value to me and is just a pain, but that my government doesn't allow it... :-/)
I'm never quite sure what to do on offline forms that have boxes for characters that run out, I normally just continue writing past the boxes, but at least one official government documentation has been addressed to me just missing the second one.
And a few things seem to handle having multiple middle names (and thus middle initials) poorly, ignoring the length.