I doubt William Caslon ever named a typeface after himself.
More recent examples would be Hoefler Text and Carter Sans.

By the way, I think “Maelhorn” would be a good name for a font ;-)

It can make sense. Especially if it's something you
consider to be your magnum opus (which however
tends to come towards the end). Here's a more subtle,
modest and more effective idea: at least for your more
serious work, use names that start with the letters of
your last name. In my case so far I've used Paphos and
Patria. You could use Maelstrom, Mallard, Magus...
Or you could leverage the cool "horn" in your name.

* At least the more serious ones.

hhp

"By the way, I think “Maelhorn” would be a good name for a font ;-)"

Yes, I rather like my last name.

"It can make sense. Especially if it's something you
consider to be your magnum opus (which however
tends to come towards the end)."

Yes well I was thinking more of a series with individual names (not a family), such as:
Maelhorn Bevel
Maelhorn Bold
Maelhorn English Egyptian
Maelhorn Piegnot
etc

I just wondered how far I could take it before everyone in the world thought i had my head jammed right up my anus.

You could also go the Samuelson way: http://www.myfonts.com/person/Hans_Samuelson/

Ryan, that only makes sense if the series is
highly cohesive in some way. Otherwise it's
basically like prefixing your foundry name
on your fonts.

The Samuelson scheme is cool too - reminds
me a bit of Montalbano's clever "Yo" series.

hhp

Well of course this would be an obvious and shameless attempt at self promotion. Since my last name is so rare, if the name of the font happened to stick in someone's head, they may type the name into a search engine and pretty much all the results are me. I couldnt do this of course if my last name was, Smith, say..

maybe many designers don't because they are usually designing for a client and so feel its inappropriate to name it after themselves?

i think typefaces named after the designer give a different impression. To me they seem more sophisticated and elegant... i can't explain why though it's just a feeling i get. maybe it's because it reminds me more of the craftsmanship and tradition side of type design while typefaces like 'Metro' make me think of advertising and business...i get the same feeling from design studios named after the designer as opposed to studios with names like 'intro' or 'tomato'(both great studios)... something like Atelier 'insert designers name' or Studio of 'insert designers name' conjures up images of a craftsman who knows what he's doing...or she's doing, anyway i'm going off topic now.

I’m guessing that these days, when type designers self-name a typeface, it’s rarely their best or most popular work

But then what's the motivation?

I think the naming of Carter Sans for example is significant.

hhp

"100 fonts named Yo" -- hey, thanks for pointing that one out! (Sic, that reference was lost to me.)