It's curious how a person's name (or names) can have a sexual meaning both here in the States and across the pond - but usually the names and connotations are different. Examples:

In the UK:

"Roger" (as a verb) can also mean the sexual act.

"Randy" is a synonym for "horny."

"John Thomas" is slang for penis. (I remember an old episode of "Are You Being Served?" in which Wendy Richard wanted to order a "Tom Collins" but ended up saying something quite a bit different!)

Here in the US (aside from the ever-popular "Dick"), instead of "John Thomas" you might hear "Johnson." But it may be more of a regionalism, or more popular with African-Americans (at least from my experience).

Any other names I've missed?

Jay