Countries where the separation of church and state is non-existent or blurred are usual candidates. But I can think of one glaring exception: In
France , a country celebrated for its republic, the state has strict regulations over the suitability of names.
I remember a news item of two or three years ago. A French family with the name Renault decided to name their daughter Megane. The authorities intervened, because "Renault Megane" is a French automobile, and they decreed that it would be inappropriate as a human name. I am afraid I wasn't able to find a reference on Google.