Lots. In fact, probably more of them than not, considering national consciousness tied statehood that does not always fall along prior ethnic or cultural lines is something all sovereign states try to cultivate to stay together, and define the ingroup and outgroup. It's also used to set ideological lines, and to purge perceived connections to an earlier, now-undesirable administration.

Just considering common names, here's a few:

Burma -> Myanmar

Belgian Congo -> Congo -> ??? -> Zaire -> DRC

Persia -> Iran

South Rhodesia -> Rhodesia -> Zimbabwe

Upper Volta -> Burkina Faso

Yugoslavia -> Serbia and Montenegro

> Yugoslavia

That would be the Federal Republic of Yugoslavia specifically. The much larger Socialist Federal Republic of Yugoslavia had already fallen apart by that time (1992).

> Yugoslavia -> Serbia and Montenegro

Yugoslavia broke up in a civil war. I wouldn't count it as a 'rebranding' any more than British Empire -> United States.

British Empire's American colonies -> The United States of America

>Yugoslavia -> Serbia and Montenegro

And before (soon after WWI) it used to be officially called the Kingdom of Serbs, Croats and Slovenes.

It's possible that in the near future we'll see Republic of China become Taiwan, officially.