I've gotten a visa to a country that doesn't use Latin characters. My name got transliterated. At the bottom of the visa there's the machine-readable field that uses ASCII characters, and my name lost a character (a OU became just U).

It's also fun when the official transliteration rules suddenly change: a visa/passport issued in one year has a different name in Latin than a passport issued in another year. I was once two separate people :)