Coming from a place where women don't change their last name when they marry, and not having changed my name upon marriage myself, I have encountered a range of situations from awkward to funny in the past year and a half since we've been married. Most people have been respectful of my will to be called by my last name, but not everyone knows how to handle that.

The funniest one I've seen is an invitation to
Mr. MyHusbandFirstName HisLastName & Mrs. MyFirstName MyLastName

as if I was married to someone else. (I believe the proper way would be Ms. SoAndSo).

I also regularly receive mail for Mrs. MyLastName, a common consequence of writing my name as Madame in French, which gets translated into Mrs. automatically by most databases. Before we were married, my now mother-in-law stumbled upon a plane ticket under Mrs. MyLastName. She wondered for a while if I had been married before to Mr. MyLastName...