The jokes I hear when I’m introduced to people get old pretty quick, so I roll my eyes and move on. Last few years, I’ve been preempting them by coopting the New York saying: They liked me so much, they named me twice. And before that, I’d make a point of saying that I have three cousins with the same name. (Greek Cypriot naming practices: father’s patronymic as surname, and grandfather’s name as given name.)
Not that big a deal, although I think it’s meant I’m not as emotionally attached to my surname as I could have been. (I’m more attached to the “Dr.” 🙂 The surname hasn’t been in the family that long anyway.