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Background is helpful a lot of times.  In some cultures, last name is determined by birth status.  Noble born people would have titles and often would get their family name as well. 

Scottish - Mac or Mc -  like MacArthur  likely the son of Arthur or a clan name
Germany - Von - Between first and last names, only used by nobles  means from as in a noble from a particular regio.
Arabic - Ab or Ibn - meaning "father of" and "son of" as in

abu-al-qasim muhammad ibn abd allh ibn abd al-mut-alib Al hashimi

Father-of-Qasim, Muhammad, son of Abdullah, son of Abdul Mutalib, the  Hashimi"

Irish - O' - meaning of or from  and referring to a town city or county.  Sometimes referring to a parent

Norman - de - Some of the early Norman nobility arriving in England during the Norman  Conquest differentiated themselves by affixing 'de' (of) in front of the  name of their village in France.

The British and Germans have a history of creating family names from a variety of sources:  Occupation, Physical Description, location (place names or geographical features), parents (father or mother), or even who you worked for.

"So, I'm creating a human warlock for an ongoing campaign and as per  usual, one of the hardest parts of creation is coming up with a name.  Hes  an infernal warlock who weilds a scythe, and is a grizzled veteran,  cigar smoking, combat magician type of guy.  Any suggestions on coming  up with a name for this guy?"


So, has he earned any titles from his "Grizzled Veteran" look? 
Is he the illegitimate son of some noble?
Maybe he's the black sheep of a family of religious zealots?
Is he from a desert region?
Does he carry the Scythe because he used to be a farmer?
Did he actually make his "deal with the Devil" with a short dude that promised him a pot O' gold?
Does he roll his own Cigars, or does he have them shipped in from some small country where they are hand crafted just for him?

More detail would allow for a much more creative name.  Or were you just looking for us to throw out suggestions?

Cause I'd go with   Devin KilPatrick  and he's always hunting for a guy named patrick to kill.

Voldemort?

Anyway think its hard naming just one PC, try naming a town of NPC on the fly. Thank god for name generators.

Abaddon is also the name of a quite fantastic metal band! Go with the Odin one! that name seems to fit the character type quite well and its darkly fascinating. as for a family name, why does he need one? He's a warlock. Warlocks are typically outcasts and just maybe his family rejected him.
I have a young rogue/warlock character that was abandoned by his family during a trip to Waterdeep when he was 3 years old. He isn't evil, just very angry....anyway his name is Vlaad with no last name. He's about 15 in the game and just discovering his powers. lotsa fun.

I prefer pop-culture references that nobody in the D&D world would catch on to, so it would pass as a normal name like Wasquey Wabit or Warren Peace.

Otherwise, I like latin-flavored like Iratus.