One of the more famous Feynman diagram in particle physics is the "penguin diagram". This news article describes the origin of this name. It appears that it came about because of a lost bet!
In 1977 John Ellis made a bet with a student named Melissa Franklin at a bar. “If you lose this game of darts,” Franklin said, “you have to use the word ‘penguin’ in your next paper.” Ellis took the bet, and lost. The result can be seen in physics classrooms all over the world: the penguin diagram.
You can read the rest of the hilarious article, especially on why Franklin came up with "penguins". I suppose one can ask directly the participants involved and see if this story is true.