We're in the last few chapters of the Shackled City (3.5) game that we started back in 2007. When a reporter from the Cauldron Herald wanted to know who we were early on in the campaign, we were looking at competition with the Stormblades and a few other local adventuring groups. We finally settled on the Order of Heroes (ego much?) which has come to be a name respected by the residents of Cauldron for all of our work on behalf of the town.
I believe that this is the only campaign in which I've played in about 30 years of gaming in which the party has a name.