From the experts:
Eugenie enjoyed a major dusting off when Fergie and Prince Andrew chose it for their daughter, restoring a patina of royal sheen it hadn't had since the time of Napoleon III's glamorous empress--who spent much of her life in England. It was also borne by Princess Victoria Eugenie of Battenberg, a granddaughter of Queen Victoria, after whom Prince Andrew's younger daughter was named.
Eugenie is the title character of a Balzac novel, Eugenie Grandet and also the full name of Scarlet and Rhett's daughter, nicknamed Bonnie Blue because of the color of her eyes, in Gone With the Wind.
The elegant Eugenie is pronounced differently in different countries. The princess says YOO-zjen-ee while the French pronunciation is more like oo-ZJAY-nee and the Germans say oy-GAIN-ee-ah.