Not realy a story involved with ours, but here goes.
Kavik - DP had it in for this name since she was 11, and it means little wolf. Suits him too, regardless of the fact that his name was pre-ordained.
Tyr - When we rescued him, I wanted to call him Balder, but DP and Ford thought that was dumb, so they veto'd it. So I moved on down my list of Gods (and NO, I wouldn't name a dog Odin or Zeus), and found Tyr, God of Justice etc. They accepted with mild reluctance, but we love it now. I couldn't think of another name for him if I had to. Technically in Norse mythology Tyr loses an arm to the great wolf Fenrir, but we are going to ignore that fact in favor of Tyr's (the dog) health.
Zaphod - We couldn't decide on a name until we started finding random names out of books we liked, and stumbled upon Zaphod Beeblebrox, from the 'Hitchhikers Guide to the Galaxy, a trilogy in five parts' by Douglas Adams. Zaphod, throughout the books acts stupid so that people will have a lower expectation of him (and also because he altered his brain...) and so comes across as an [i]idiot savant[/i] whenever he has a good idea.