JKR is just full of all sorts of amazing word play. I took 10 years of Latin (from 7th grade through Sr year of college) so I'm as close to fluent as it gets. It came in very useful while reading these books because the roots of many of the spells and other wizard words are Latin and it was very interesting.
Many of the members of the Black family are names after stars of constellations (Sirius, Regulus, Andromeda, Bellatrix). The last name Malfoy starts with "mal" which means bad in Latin. Lucius comes from the Latin word "lux" which means light (pale coloring).
Remus Lupin: Romulus and Remus were twins that were raised by wolves, legend says they founded Rome. Romulus was Lupin's code name on the radio program "Potterwatch" in Deathly Hallows. Also Lupin is from the Latin "lupine" which means wolf.
The English word severe (meaning strict or stern) comes from the Latin word Severus.....as in, Severus Snape.
There are more than I could list here! I should go through the books, re-read them, and make a long list!