Indeed we haven't run into many problems. Maybe an annoyance now and then such as a relative (usually one of hers, ironically) that assumes she has my last name and sends cards or letters to Mrs XXX. In fact some of them know she kept her maiden name but are conservative enough to find this somehow offensive enough that they give her my last name. (Again, weird, what's wrong with the last name she shares with them.)
(The only reason we sometimes wish she'd change her name is that hers is extremely common, and so she's constantly getting mixups with other people with the same name and has to sign things every time we buy a house or get a loan, etc. to say she isn't that other XXX YYY that has the bad credit rating or outstanding loan or criminal record, etc.)