It should be noted that Yugiri and Oboro are shinobi, and that may explain why they don't appear to have surnames. It could be the case that the ninja relinquish their family ties upon adopting their profession. At least, that's how I have rationalised it (I seem to recall that Yugiri's actual surname has been revealed, but I may be wrong).
In any case, there's also Yuki of the Yatsurugi clan in Hinganshi. Her surname is her clan name, which she retains despite having learnt ninjutsu. Her name literally translates into (Princess) Snow of the Eight Blades.