Paul McCartney’s first girlfriend's last name was Rhone. This is a rare surname in the British Isles, that is generally taken to have come from France, possibly with the Huguenots fleeing Catholic persecution.
Sylvester Stallone’s most famous character had the last name Balboa, known as the Italian Stallion, only, Balboa is not an Italian name, it is a Spanish name, as in Spain. The surname Balbo does exist in Italy, and this could conceivably have gotten changed upon immigrating to the United States, but the imaginative backstory is unnecessary. The characters Stallone plays aren’t really known for their brains.
Both figures' most well known fictional characters have Spain in common, as the last paragraph outlines for Stallone with Balboa, while Paul McCartney famously used the alias Paul Ramone with consistency while traveling (this is the inspiration for the band, the Ramones). Ramone as a name is Spanish. As a surname, in Europe, it is chiefly represented by France and Italy.
This post was inspired by memes, pictures and posts circulating since 2008 on various social media platforms comparing Sylvester Stallone and Paul McCartney. These pictures are publicly available online in a multitude of places, and so I did not feel the need to cite where they came from, as it would be near impossible to trace their true origination.