My hometown of Scott Depot, West Virginia has an strange one, involving four different spellings.
At various times, CR-29 has been labeled as either "Rock Step Road", "Rock Stepp Road" or "Rocky Step Road" (and a combination thereof). In West Virginia, the official WVDOH signage is a rectangular green sign with a white circle, roadname and short arrow at each end of the road (thus, only two such signs for this road). When I was growing up, both ends had older signs from the 1940's that said "Rock Step Road". By the late 1970's, the one on the Scott Depot end was replaced saying "Rock Stepp Road" with the older sign still at the other end. The last time I looked, both ends had been changed to "Rocky Step Road" just like the locals call it. When E911 came to Putnam County back in the late 1990s, the official addresses became "Rocky Step Road" and that version looks like it will finally stick.
The road is named after the creek it runs alongside at the southern end of the road. Officially, the creek is named "Rockstep Run", further complicating the issue. Locals have always called it "Up Rocky Step". The local story frequently told in the hardware store was that the folks that lived "Up Rocky Step" couldn't say Rock Step correctly.
One of my earliest memory was the intersection of Rock Step and Teays Valley Road had one of the famous "Ferguson Governor"-stenciled school bus stop shelters. Milton Ferguson ran for governor in 1956. I had a classmate that lived on the other side of the creek at that intersection and he and his neighbors continued to use that old bus stop until at least 1976.