So far, I've discovered a couple of nice combinations for cultures and languages, that work suprisingly well.
Wood Elves = Scandinavian
Dark Elves = Japanese
Gnomes = Gaelic
Northern Humans = Finish/Estonian/Hungarian
Demons = Ancient Egyptian
And I think the Vandren might work quite well with South Slavic names.
Once you know what it's supposed to sound like, its easier to make names.
Do you have a resource you like for common names in these different languages? I've found some lists just googling, but more resources = good.