John, at least German speaking nobility does have formal last names, in this case (Max von Baden) the legal last name appearing on passports, legal registrations etc. is Markgraf von Baden which is his Current Last Name. His Last Name At Birth was Prinz von Baden. The Weimar Constitution from 1919 abolished privileges and titles and subsequent state laws converted the titles the whole family was previously entitled to, not individual ruling titles, and the predicates "von" and "zu" to integral parts of the family name. The von Baden family does use informally the title Herzog von Zähringen but this is not a legally recognized part of their name and does not exist as a title anymore since 1919.