Ellis in Freedomland: The talking dehumidifier in Ellis’s dream is named “Dehumidifier”. There’s also Chop-Along, a Chop-Along Waste-Away unit (what Westinghouse calls a garbage disposal).
Godzilla: This applies to Godzilla and to other kaiju who are part of a respective species, in that the individual and the species they hail from are named synonymously.
Farmer Hogget names Babe Pig for the sheep-herding competition. Everyone's in stitches, thinking it's a dog named Pig, until he actually shows up.
Also applies to the name "Babe" itself. According to Babe, it's what his mother called all her children; that is, she called her babes Babe.
Bird Box: Malorie calls both children just "Boy" and "Girl", for which she's chided by Tom. She eventually names them at the end: Tom and Olympia, after deceased friends.
A rare human example: Kid the kid in Dick Tracy. By the end of the film he chooses the name "Dick Tracy, Jr." but is still called "Kid" out of habit.
The title character himself counts, since he really is a "dick" (as in the outdated slang term for a police detective). Only one character in the movie actually calls him "Dick" - and since this character is the Big Bad, it's arguably a Stealth Insult. The other characters call him either "Dick Tracy" or just "Tracy." In fact, it's possible that "Tracy" is his first name.
Shotgun Stories is centered around three impoverished brothers living in rural Arkansas called Son, Boy and Kid. Their father was an abusive drunk. After he got sober and found religion, he fathered several more sons with normal names.
The Aliens from the Alien franchise. The closest they have to an in-universe name other than "Aliens" is "Xenomorph", which means "Alien form". In Alien: Resurrection, Call refers to the species as "Aliens", both in talking to Ripley-8 and when calling them to attack the villain over the intercom.
In the comic book spinoffs, they're sometimes referred to as "Linguafoeda Acheronsis", but that probably doesn't count.
In Cowboys & Aliens, nobody bothers to give the dog that follows Lonergan around a name. Except Emmett, who calls it "Dog."
The sequel to Thanks Killing revealed the killer turkey's name is Turkie.
Holly in Breakfast at Tiffany's has a cat called Cat. She explains that "The way I look at it I don't have the right to give him [a name]. We don't belong to each other; we just took up by the river one day."
In Oculus Kaylie has a dog called Dog that she brings with her as food bait for a malevolent entity residing in a haunted mirror.
Reds: Reed and Bryant have a dog named "Dog", and Louise says they have to come up with a real name. A later scene reveals that they eventually named the dog Jessie.
In The Deserter, Capt. Kaleb is accompanied by a large wolf dog who has its own grudge against the Apache. Kaleb says his name is 'Dog'. He also claims the dog isn't his and just follows him around for the chance to kill Apaches.
In Dead Birds, the gang is accompanied by a dog that no one ever addresses as anything other than 'Dog'. (The dog may belong to Todd but this is never made explicit.) The dog is with them up until they arrive at the Old, Dark House, when—being an Evil-Detecting Dog—it vanishes into the cornfield. It returns for the climax.
The Legend of Lobo is about a wolf named 'Lobo'. Lobo is Spanish for 'wolf'.
