http://www.behindthename.com/random/

Wide database of names to choose from. you can specify a variety of nationalites and some fictional sources for names.

Technically it does not do last names, it can give you 1 first name and 3 middle ones, but it's usually easy enough to use or convert one of the first names to a legitimate last name for the culture or cultures you selected.

Great link! I love using such sites for coming up for names for NPCs :)

Havard