Remus Lupin is one of my favorite protagonists from the Harry Potter series. Despite the fact that he is a werewolf, he nevertheless is an exemplary wizard and a fantastic teacher. The origins of his name are also quite interesting!
The surname, Remus, originates from the myth of Rome's foundation. One of two main characters in the story, Remus's brother Romulus is the other central character. There are many different forms of the myth, but here is how most of them seem to go. The mother of Remus and Romulus has the two young boys float down in the river to protect them from the Gods, in the hopes that someone else will raise them. They end up being raised by a female wolf. Later on, they are adopted by humans, and eventually build a large city. Both brothers want to be king, however, so the pair quarrel, and Remus is killed.
So we have the wolf connection: Remus and Romulus were cared for by a wolf, and Remus Lupin is a werewolf. Another connection is that, in the seventh book, Remus Lupin is a guest on Potterwatch, and goes by the code name "Romulus." Some sources even cite that J. K. Rowling's intentions were to represent the conflict within Remus Lupin (between his human side and his werewolf side) by having the names of the two brothers both apply to Remus Lupin.
We have one more connection, courtesy of Aniruddh Prakash: the letters in the name "Remus Lupin" can be rearranged to the words "Primus lune," which means full moon. Coincidence? I think not! Clearly, Rowling put a great deal of thought into this name!