Anybody else's last name confuse people?

My last name is the name of a very famous city in Australia and I am constantly asked if I'm from there. I'm not, I'm an American.
I was just wondering if anyone else had a city for a last name or any other confusing last name? What crazy things do you get asked?
Update: Just so you know, Penny Lane is not my real name. I'm a big Beatles fan and a movie buff (Almost Famous, anyone), so I chose it for my screen name.
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