Spain has more or less the same naming law that other European countries (not surnames as given names, clear designation of gender, not nicknames as names...). http://civil.udg.es/normacivil/estatal/persona/PF/L40-99.htm
Portugal has a list of approved names: http://www.dgrn.mj.pt/civil/adm_nadm.asp
Argentina has a law very similar to Spanish naming law, but the actual rule in use is a list of approved names for any province. There is the Buenos Aires city list:http://www.buenosaires.gov.ar/registrocivil/nombres/?menu_id=28
, Catalan nationalists, Occitan nationalists and Basque nationalists still have problems with civil officers to use correct Catalan, Occitan or Basque names (for instance, case Al
à Baylac-Ferrer, Catalan teacher at Ceret high school, vs. French governement, right now at the European Court of Human Rights: http://www.ucestiu.com/XXXVIIIUCE/diari/Diari%20de%20Prada_21agost.pdf
Poland, Netherlands, Finland and Iceland have naming regulations, but I haven't link to they.