Here's a site where you can track surnames, with information on some eight million names, find out the roots of a given name, learn which of some 26 countries have the highest populations of people with a particular surname, and in which regions and cities the most people with that name live. You can even learn what the most popular forenames are for a given name.
http://www.publicprofiler.org/worldnames also presents a world map that shows graphically the distribution of a surname around the world, although while most Western and Japanese names are in the database, very few Thai names are - most likely reflecting the lack of data from Thailand and the relatively few Thais who have migrated to settle in Western countries. (I tried a few Thai names but the only one that returned results was "Shinawatra", where the United Kingdom is the top country, followed by the United States.)
Putting my own name, Waltham, into the search panel, I learned that it is of English origin, and the UK is where the highest density of Walthams live, specifically in the east Midlands. Canada follows, and then New Zealand, while there is a smattering of people with this name living in Norway and Argentina.
You can of course track your relatives, friends, sports stars or politicians - and perhaps gain some insights into the origins of a name, or where in the world you would most likely bump into a possibly distant relative.