Last name didn't change after getting married.
I moved two sims in together and when they got married, the female still has the same last name she did before they got married, and their child has her last name.
Forum Discussion
Where I live, your name will change on marriage only if you fill out paperwork for it. I don't see why my Sims shouldn't have to make the choice deliberately too, and it's easy to do in CAS now.
