Nope, I never name my campaigns. It just seems so cheesy to me. Games are not like novels or book chapters. That, and the fact that I use story arcs interspersed with isolated adventures, without an overriding theme to the whole campaign make it hard to name a campaign.
Having said that, I always name my adventures, just so I can keep track of what they were by knowing the name. At 100+ adventures in my 12-year old game, I need the help!
Edit: One of the things that really soured me on naming games was a DM I played under who would write up 12-15 pages of (bad) fiction every week as background for the adventure. It was tedious to read through, dull, and so pretensious and melodramatic. He would always make grandiose names for each CHAPTER (with each adventure being several chapters long)- blech! It was just too much.