The Name
The name Morgoth is Sindarin (one of Tolkien's invented languages) and means "Black Foe of the World"; Bauglir is also Sindarin, meaning "Tyrant" or "Oppressor". "Morgoth Bauglir" is actually an epithet: his name in Ainulindalë (the creation myth of Middle-earth and first section of The Silmarillion) is Melkor, which means 'He Who Arises In Might' in Quenya, another of Tolkien's languages. This too is an epithet since he, like all the Ainur, had another true name in Valarin (in the legendarium, the language of the Ainur before the beginning of Time), but this name was not recorded. The Sindarin equivalent of Melkor was Belegûr, but it was never used; instead a deliberately resembling name Belegurth, meaning "Great Death", was employed.
Melkor was not called "Morgoth" until he destroyed the Two Trees, murdered Finwë and stole the Silmarils in the First Age. The darker name was then bestowed by Fëanor, son of Finwë; and the Elves called him thereafter by that name alone.
Like Sauron, he had a host of other titles: Lord of the Dark, the Dark Power of the North, and Great Enemy. The Edain called him the Dark King and the Dark Power; the Númenóreans corrupted by Sauron called him the Lord of All and the Giver of Freedom.
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“Go therefore and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, and teaching them to obey everything that I have commanded you. And remember, I am with you always, to the end of the age.”
—Bible: New Testament, Matthew 28:19,20.