Mine is a bit weird. Waaaaaaaay back in 2007, I was looking to publish traditionally, and created a pen name, as my maiden name was taken by a bigtime writer. I used my first name + my grandmother's maiden name. (Cool, too, b/c she was a writer too). Anyhoo, fast forward to 2010 when I decided to self-publish two poetry chapbooks. I wanted to distinguish them from my regular fiction (which hadn't yet sold -- but, lacking in foresight, I'd already gotten my website/Twitter/blog under the pen name) so I used my married name.
Well, now I'm considering self-pubbing mostly everything and decided to keep self-pubbing under my married name, thus rendering the pen name useless. (Unless I sell traditionally - then I may resurrect it).
So the answer to that question is yes and no.