Trying to identify a person's origin simply by looking at their first or last name may not always provide you with the answer that you are expecting to hear. Interracial marriages, adoptions, and legal name changes are only a few examples of factors that may alter your suppositions.
However, you have asked for examples of common names that may be native to a particular country or region of the world. So, for the purpose of discussion, I'll offer a few names that may have their root in the following countries:
Ireland: O'Malley, O'Brien, Murphy, Kennedy, and O'Connor
Italy: Gucci, DaVinci, Cavaletti, Corleone, and Fabiani
Mexico: Sanchez, Gomez, Lopez, Chavez, and Alvarez
French: DuBois, Dumont, Devereux, Montegue, and Bordeux
Scottish: Campbell, Duncan, Ferguson, Graham, and MacBride
Japan: Yanagihashi, Fujimoto, Kawaguchi, Kurosawa, and Matsushita