In 192 AD the emperor Commodus renamed all twelve months after his own titles, renamed Rome Commodiana, and renamed the legions after himself. The Senate approved everything. He was dead by New Year's Eve.
Documented
The full list survives
Dio Cassius 73.15 and the Historia Augusta, Life of Commodus 11, both preserve the renaming: every month to bear one of his names and titles, the city to be Commodiana, the day of his accession a festival. And he was only the boldest of a line: Caligula made September Germanicus for his father (Suetonius, Caligula 15), Nero made April Neroneus (Suetonius, Nero 55), Domitian took September and October as Germanicus and Domitianus (Suetonius, Domitian 13).
Assessment: Five emperors, at least a dozen attempted month-names, every one of them recorded by hostile historians with evident relish. The documentation is solid precisely because the writers wanted the vanity remembered.
Stories
The rubber-band calendar
Each self-renaming emperor met the same correction: death, then damnatio memoriae, the Senate's erasure decree, and the months snapped back to their old names. Caligula's September, Nero's April, Domitian's pair, Commodus's twelve, all annulled. The mechanism was never a law about calendars; it was the rule that a dead tyrant's honors get rescinded, and months are just honors that tick.
Assessment: As a pattern it is nearly perfect: seize a month, lose it with your life. The only two imperial names that survived, July and August, were granted by the Senate to men already beyond asking, or wise enough to let others offer.
Interesting claims
The one man who did the math
The counter-case is Tiberius. Offered September and October for himself and his mother Livia, he refused, and Dio 57.18 gives his reason as a question to the Senate: what will you do if there are thirteen Caesars? He understood that a month-name is a currency, and that printing more of it debases it. Every later failure proved his arithmetic; the calendar can hold exactly two emperors before it becomes a joke.
Assessment: Tiberius's refusal is as documented as the others' thefts, which leaves the archive's real question intact: not why Commodus tried, but why everyone since has quietly obeyed the limit of twelve.
Sources and further reading
Dio Cassius 73.15, the twelve new month-names and Commodiana
Historia Augusta, Life of Commodus 11, the full list
Suetonius, Caligula 15, September becomes Germanicus
Suetonius, Nero 55, April becomes Neroneus
Suetonius, Domitian 13, Germanicus and Domitianus
Suetonius, Tiberius 26, the September and October refusals
Dio Cassius 57.18, what will you do if there are thirteen Caesars
Worth asking
There have been far more than thirteen Caesars since Tiberius asked his question. If ego could edit time itself, why did the calendar keep only the names that were given, never the ones that were seized?