My melta gun from Space Marine is named Big Nancy.
I knew a girl in elementary school named Nancy who was pretty big, but because we were all good kids, her size was more of a badge of honor than a mark of ridicule. When she'd get on the diving board at pool parties, we would all cheer for her and say "Siberia" for some reason. Her splashes were the biggest, and therefore, she was the coolest kid in the third grade.