Siegel published The integer solutions of the equation $y^2=ax^n+bx^{n-1}+\cdots+k$, J London Math Soc 1 (1926) 66-68, under the pseudonym, X.

Anecdotal evidence of a non-pseudonym: Once when Littlewood attended an international conference in France, a French mathematician greeted him: “So there really is a Littlewood, and it is not just a pseudonym which G.H. Hardy uses to publish his poorer papers!”