Donner and Blitzen, named after thunder and lightning, respectively, are the only two reindeer whose names have changed since their original creation.

The 1823 poem, “A Visit from Saint Nicholas," is often credited to Clement C. Moore, but was most likely written by Henry Livingston. He named the reindeer Dunder and Blixem — the Dutch words for thunder and lightning. When Clement C. Moore reprinted (and took credit for) the poem, he changed the names to the German Donner and Blitzen.

More Info: en.wikipedia.org