The only open corpus of personal names of which I am aware is the Names Corpus by Mark Kantrowitz and Bill Ross (which can also be found in the Python Natural Language Toolkit (NLTK)).
It is much better than nothing, but it is fairly small, fairly old (last updated in 1994), and seems mostly to contain English or Western names.
Are there any other open corpora of personal names that are currently used or suitable for use in computational linguistics? Preferably tagged by language or region.