I pretended not to notice.
But told everyone I know and then some!
That is exactly how I would have handled it.
Ohmigosh! I just remembered... my neighbor/landlady at our old house... she must have misheard us when my husband introduced me, or she's a bit forgetful with names. At first, I thought I misheard
her (I have some residual hearing loss from a brain tumor), but then later realized I was hearing the same thing consistently. For at least the first year that I lived there, she was calling me "Wendy". I think people have figured out by now that my name is Kimberly. After realizing she was saying the wrong name, I pretended not to notice because it had been going on for so long.
But then my husband was talking with her and mentioned me, and she heard him say Kimberly and realized her mistake... the whole thing was so uncomfortable because it had been going on for so long! He played it off saying, "Don't worry, she's half deaf and probably didn't even notice."
Still... not as bad as being called by your husband's ex's name by your own inlaws. :/