Havin' a real hard time naming my Grunge/Metal/Alternative band.
How many are in the band? How about the other memebers, don't they think of a name?
So how about
Bethesda (common name, used in many places, legal to use)
Vvardenfall (I like this, but I guess for copyright issues, you may not be able to use it.)
Oblivion (not sure if there is a group called this already)
Skyrim (Same for Vvardenfall, copyright issues, so I guess not.)
Fallout (common name, used in many places legal to use, but what is happening in Japan, maybe not)
I say these because you are on the forums, so pay homage to them. Other wise, we need more information on the bad.