I know >from personal experience that people changed their names without
court orders through the 1930's and into the 1940's at least. My father
and his brothers changed their names >from SLONIMSKY (incorrectly spelled
SLOMINSKY on my father's birth certificate) to SLOAN and SLOANE.
Similar to another reply, my uncle Philip SLONIMSKY tried many last names
before settling on SLOAN. His brothers followed suit, though one
apparently did not get the message as to spelling.
One can still choose to change one's name without a court order, so long as
it is not part of perpetrating a fraud, I believe, though probably more
people do go through courts these days.