I don't know of any off the top of my head where that is STILL the case.
There was a time in the 19th century US where Marion was used more for males than females. Marion had almost completely gone out of use as a female name, but it had given rise to a surname. After the American Revolutionary War, parents, especially in the South, began to name sons Marion after FrancisMarion, a South Carolina general in the fight against the British.
Near the end of the 19th century, when the Victorians revived interest in the Robin Hood legend, Marion came back into use for girls, and the girls quickly once again overtook the boys. However, some people developed the idea that Marian should be the spelling of the female form and that Marion was the male form during that period, even though medieval accounts of Robin Hood usually spelled his girlfriend's name as "Maid Marion".