I myself posted about this a few months back.

Best example: Theon. He went from "Theon" to "Reek" to "The Prince of Winterfell" to "The Turncloak" to "A Ghost in Winterfell" and, finally, back to "Theon." His chapter titles sum up his evolution perfectly, and now he's finally found himself again and will hopefully do right by Jeyne Poole and Asha.

Another thing: apparently the Kindle has a table of contents that shows the chapter titles. I dunno if it was intentional on GRRM's part or not, but at least now people will read "The Wayward Bride" and not know it's about Asha Greyjoy.