In most cases, yes. It is worth noting, that in case of Hitler and Stalin, these are not popular names. In case of the former, his name was for reasons unknown changed by his father (born Alois Schickelgruber) who adopted name of his stepfather in 1877 but in the official documents said name (Hiedler) was rendered as 'Hitler'. Given that Adolf Hitler left no children, and virtually all members of his family changed their last names (save for his grand-nephew Heinz, who joined Nazi party but died in 1942) by changing them legally (in case of men) or adopting husband's name there were basically no Hitlers present.

Case of Stalin is different in that his name is completely invented pseudonym, used by him to sign articles published in communist papers and later adopted as his legal name, that was quite unusual for the Imperial Russia at that time. According to the last census conducted in Georgia, there are less than 50 people bearing the original Stalin's name (Dzhugashvili), including three daughters of Vasili, Stalin's younger son. Other grand- and grand-grandchildren of Stalin also maintained original family name. On the other hand, Nadezhda, also Vasili's daughter, retained the surname 'Stalina' (Russian names are subject to gender conjugation) until her death in 1999 as well as her daughter Anastasia (born 1974). Stalin's daughter, Svetlana adopted her mother's maiden name (Alliluyeva) not wanting to be associated with her father (citing both personal and political reasons), and later changed her name to 'Lana Peters' after her defection to USA. It is worth noting however, that the last name 'Stalin' never wore such negative associations in USSR and Russia (and most other countries) as the name 'Hitler' carries in the West and it definitely wasn't so during Stalin's lifetime and later, in Brezhnev's era, after the Khrushchev's criticism of the 'cult of personality' was not as serious political issue as in the time of 20th Party Convention. I don't have data on Russia, but Ukrainian census of 2017 shown that there are 25 people bearing the name 'Stalin', and 112 bearing the name 'Lenin' (most likely changed as a show of loyalty to state ideology, not a strange occurrence given popularity of 'progressive names' in USSR in some periods), although the last name 'Stalin' (with stress on last syllable) is also moderately popular in Bulgarian, where it acts as a vocational name meaning 'steelworker'. Anecdotal evidence (we're speaking of modern times, as the discussed issue could have became problematic only after fall of communism) shows however, that inhabitants of Russia and countries formerly belonging to USSR treat the names like 'Lenin', 'Stalin' or 'Marks' with humour.

Descendants and relatives of Benito Mussolini also do not seem to change their last name, as evidenced by four children of the dictator who did not considered such action despite being relatively known (Romano Mussolini, Benito's younger son was a brother-in-law to Sophia Loren). Same can be said of Alessandra, Benito's granddaughter (born 1962) who is a known politician both in Italy and in European Parliament. On a curious note, as a supporter of women's rights, she campaigned for the relaxation of rules on adoption of mother's last name by children. Like in case of Stalin, the name Mussolini is not met with such almost-universal odium as the name 'Hitler' though and is considered by many as a normal last name that is simply a part of country history, thus the prospective pressure to change it is considered relatively small.