If you use a separate style for all the names, you could create a Table of Contents that shows only paragraphs with that style. Of course, this would present the names in the same order as in the document … so perhaps not in alphabatical order.

You can also insert an Index at the start of the document, but I don't know any tricks for saying "automatically include anything with this style in the index". (not in Word, anyway)

I'll watch this thread and learn from the other answers!