If you read your Roman Martyrology yesterday, you noticed that in addition to being the Feast of the Annunciation, it was the day of St. Dismas, the "good thief" from St. Luke's account of the Crucifixion.
A quick browse of search results for Dismas revealed what is now my favorite Wikipedia article, "List of names for the Biblical nameless."
There you will find, among many others, the names of the wives of the antediluvian patriarchs, Cain and Abel's sisters, Pharoah's magicians, Mrs. Pontius Pilate, and the other disciple on the road to Emmaus. There are four sets of names revealed for the Magi, and five for Jesus' two fellow condemned on Golgatha.
The sources for all of these range from the exalted, such as the Babylonian Talmud and the Antiquities of Josephus, to the bizarre but still fun, such as the book of Jubilees and The Book of the Bee.