Have the names of countries changed since World War 1?

YES!!!

Taking Russia/USSR/Russia

The Russian revolution occurred during the World War (I) . When the Tsar (Russian Emperor) was disposed, by the Bolsheviks. The name of the country was changed to 'Union of Soviet Socialist Republics. (USSR). It remained with this name until 1990 (Mikhael Gorbachev) when it 'reverted' to Russia.

Another Country with a change of name(s) is the Republic of Ireland.

It gained its independence of the UK in 1922 , when it was named 'Irish Free State'. in 1941 it was changed to 'Eire', and again in about 1960, 'to 'Republic of Ireland'.