Yes, outside of Las Vegas, NV and The French Quarter, LA (other places noted below in comments, apparently). I don’t know any place that allows it, but I could be wrong. I think it harkens back to the days of Prohibition with dry counties. Someone can correct me, as my history recollection isn’t great. I’m guessing it’s not much of a problem in the UK, or wherever you are located?
EDIT: Added other places others listed
I know you’re joking, but for those who don’t understand sarcasm it’s more akin to a rebirth name when changing it after religious epiphanies or extreme cases of cuttingoff communication from one’s origin family/tribe.