Mars, from Latin Mars, from root mawort, origin unknown. The planet was also named by the Romans, probably because of its red colour. The Greeks called it Pyroeis, the fiery. The moons of Mars are also very fitting for a war god, Phobos and Deimos, fear and terror.
Mars' Greek counterpart was Ares, meaning injurer, destroyer. From are "bane, ruin."
Kratos, of God of War fame, means "state."
In Norse mythology we have Thor, son of Odin. from Old Norse Þorr, "thunder." Any Avengers fans out there? You probably remember his legendary hammer Mjölnir "crusher."
Continuing with Norse mythology, we also have the valkyries, from Old Norse valkyrja, "chooser of the slain," from valr "those slain in battle" + kyrja "chooser." Valhalla has the same root, valr (or val) +höll "hall," from Proto-Indo European root kel- "to conceal."
The Celts had the goddess Andraste, which is thought to mean "invincible," and Morrigan, from Irish Mór Ríoghain "great queen."
The Hindu and Chinese gods/goddesses are fascinating as well, but there are too many of them to explore in one post. You can find a link to the list here if you want to explore further.