Techincally it's not a last name, it's the dynasty. Winsor isn't Queen Elizabeth last name, it's the dynasty she belongs to. Technically they don't have surname. I remember some Scandinavian prince who wanted to do a MA in the US had some burocratic issues because of that.
Things fall apart; the centre cannot hold;
Mere anarchy is loosed upon the world,
The blood-dimmed tide is loosed, and everywhere
The ceremony of innocence is drowned;
The best lack all conviction, while the worst
Are full of passionate intensity.
Yeats