In Poland we change a few names too:
Spain:
Juan Carlos: Jan Karol
Sofia: Zofia
Elena: Helena
Christina: Krystyna
Felipe: Filip
Letizia: the same (sometimes Letycja, but only in stupid tabloids
)
Leonor: Eleonora
Victoria: Wiktoria
Pavlo: Paweł
Irene: Irena
United Kingdom:
Queen Elisabeth: Elżbieta
Charles: Karol
Edward: the same
Andrew: Andrzej
Anne: Anna
Monaco:
Caroline: Karolina
Stephanie: Stefania
Sweden:
Silvia: Sylwia
Victoria: Wictoria
Madelaine: Magdalena
Carl Philip: Karol Flip
And that's it, as far I remember.