The meaning of Shakespeare's titles are still prime fodder for the scholarly gristmill, and the extent to which they may facetiously involve conscious or unconscious paronomasia is a matter of specialized concern. I know of at least four instances in which wordplay can be inferred, and invite readers to supply others:
Fleissner, Robert F.
Word Ways: Vol. 23
, Article 16.
Available at: http://digitalcommons.butler.edu/wordways/vol23/iss3/16