Here's some which I can remember:
Has been always addressed as "Wanda" (in *Avengers: Age of Ultron, Captain America: Civil War, Avengers: Infinity War, Avengers Endgame*)
Wanda was addressed by Agatha Harkness as The Scarlett Witch in Season 1: Episode 8 of WandaVision.
"Your children... And Vision.. And this whole little life you've made. This is chaos magic, Wanda. And that makes you The Scarlett Witch"
Agnes, Season 1: Episode 8
Has been addressed as "Pietro" (Avengers: Age of Ultron)
Carol Danvers/Captain Marvel
She has been referred to as Captain Marvel in the recent Spider-man: Far From Home trailer
From The Avengers:
He is only addressed once in *The Avengers* but not as Hawkeye; always been referred to as Agent Barton or simply Clint.
Fury: Where's Agent Barton?
Dr. Selvig: The Hawk? Up in his nest, as usual.
Fury: Agent Barton, report to me.
He does call his daughter Lila Barton as Hawkeye once in Endgame (right before she was dusted)
However, he has been called Hawkeye once by his wife Laura in Age of Ultron
Laura Barton: You are so cute.
Clint Barton: Nat and...and Banner?
Laura Barton: I'll explain when you're older, Hawkeye.
Clint Barton: Oh. Okay.
Although his suit has been mentioned as the Falcon suit in *Captain America: The Winter Soldie*r, he himself has always been always addressed as "**Sam**"
However, in Ant-Man, Scott Lang refers to Sam as Falcon once; but I cannot conclude if Sam has been ever officially branded as "The Falcon" in the movies:
Voice over Radio: [on Sam’s radio] What’s going on down there, Sam?
Scott Lang: It’s the Falcon!
Also, something [interesting] :
Although in Avengers: Infinity War, the script here says:
[Iron Man fires a rocket from his shoulder which pierces the side of the ship to Maw's right and begins to suck everything out with depressurization, especially Maw and his large objects. Strange is pulled loose of his pinnings, loses the needles, but also heads for the hole, helpless to resist. The Cape wraps around his arm and an anchor point, but Strange's arm slips loose and he keeps going. Spider-Man shoots a web strand at Strange with one hand and holds onto a piece of the ship with the other. It breaks, sending them both towards space when his Iron-Spider suit's metal arms brace him to keep him from being sucked out. Fortunately, Strange is still surrounded by the ship's atmosphere making haste to leave.]
This version of Spider-Man has never been called as Iron-Spider in the movie.