The Man With No Name is a classic character archetype. And simply having no name is a whole swag of tropes.
Games often put great value on giving your characters evocative names that fit within the campaign world. But deliberately choosing not to have a name at all can potentially be even more evocative.
There you go, now you have an excuse when your GM asks you what your character's name is and you still haven't decided.
Commentary by memnarch (who has not seen the movie)
Oh boy, Zeppo is now the man with no name! And as I've got no idea how this will end up being transcribed ahead of time, I'll just refer to him as ____ for now. That totally won't be annoying. And here I was so sure ____ was going to die metaphorical minutes after he stole Zeppo's name. Kudos to the Irregulars for going another step I don't think anyone will see coming.
This is definitely making fun of the frequent jacket changing, isn't it? It would have probably taken another comic for me to notice otherwise, but ____'s put on and taken off a jacket three times in the last 40 comics now. Which probably works out to be something like 10-15 movie minutes. Frankly, while it makes sense to normally do that when going in and out of the cold outdoors, "normally" also doesn't cover storming a military base. Who knows if you'll need to suddenly run back outside? Or perhaps shoot another enemy that appears just when you've got your arms stuck inside the sleeves?
Transcript
[SFX]: Pow! Pow! Pow!
GM: Two troopers down, two reinforcements still standing.
[SFX]: Pow!
GM: Chewie sends one reeling with a crossbow blast.
[SFX]: Pow!
GM: And Zeppo takes out the last one.
Zeppo: I steal his identity! What was his name?
GM: Um... I dunno. It was just a faceless trooper.
Zeppo: Awesome. So now I have no name.
Chewbacca: I would say that will get confusing, but then I’ve been hanging around with you for over 40 years and I’m not sure there’s any room to go further in that direction.
(No Name): I remove my snow jacket. Won’t need this any more!