I have heard two stories on how The Beatles came up with the name "Eleanor Rigby".
In The Beatles Anthology book (Apple Press, 2000), Paul McCartney says that he got the name "Eleanor" from his costar in "Help!", Eleanor Bron. of course, he couldent call the song "Eleanor Bron", so he was trying to find a common, but not-too-common name with two syllables. So Paul saw a store sign one day, the store being "Rigby's"
So there you have it.
The second story I hear is from John Lennon, but I guess I can't ever confirm this, because of the dead factor.
I heard that there's a church in Strawberry Fields in Liverpool that has this name on the tombstone...