_A_ Pen name? Here's what I have so far, although a couple are arguable:
Devil
Figaro
Fred Ballard
Grumbler
John Snooks
Josh
Rambler
S. Browne Jones
Sergeant Fathom
Snodgrass, Quintus Curtius (doubtful)
Snodgrass, Thomas Jefferson
Soleather
W. Epaminondas Adrastus Blab
W. Epaminondas Adrastus Perkins
W.E.A.B.
Carl Byng (he denied this one)

And of course, the one most folks have since called him, Mark Twain.

David H Fears