Genealogy Q&A: Royal Last Names
Q. I have members of the English royal family in my tree, but I’m stumped as to how to list them. What should I put for a king’s last name?
A.  According to the official website of the British monarchy, before 1917, members of the British royal family had no surname, but only the name of the house or dynasty to which they belonged. You could use that in lieu of a last name, so Henry VIII would be Henry Tudor, for example, and James I would be James Stuart. Like surnames, these “House” names came from the father, so Queen Victoria’s eldest son, Edward VII, belonged to the House of Saxe-Coburg-Gotha (the German family name of his father, Prince Albert).

In 1917, however, George V specifically adopted Windsor not only as a dynastic name, but also as the surname of his family. The change was sparked by anti-German sentiment during World War I, with “Windsor” coming from the castle of that name. In 1952, Elizabeth II’s surname and that of her descendants was modified to Mountbatten-Windsor, adding Prince Philip’s surname.
From the July/August 2013 Family Tree Magazine