Lana Del Rey
The "Norman F***ing Rockwell" singer didn't develop her alter ego, Lana Del Rey, untll she was 25 and breaking into the music industry. She was born Elizabeth Woolridge Grant. She changed her name to fit the aesthetic of her music and help her stand out among other singers.
Olivia Wilde
Born Olivia Cockburn, Wilde's stage name is an ode to writer Oscar Wilde. She changed her last name after playing Gwendolen in her high school's version of Wilde's "The Importance of Being Earnest." It stuck with her ever since.