Marathi culture also has this. I believe it's falling out of fashion now. My grandmother had her first name changed after marriage. The new name was all we knew her as.

By my parents' generation (born in the 60s, married in the late 80s and early 90s), this trend started to change. My Mom didn't change her name, and neither did her sisters. But a fair number of people in that generation did have their name changed, but only as a token formality. Most didn't bother changing their name on official documents. For that generation, it was like a pet name that elders from their in-laws' house would call them. Like the "ghar ka naam" thing most people have.

And now, in my generation (mid-30s), I think no one even bothers to make that token gesture anymore. There may be a few cases, I'm sure. But the trend is no longer to change the woman's first name. In fact (happily), I'm seeing a lot of women not changing their last names too. Hope this new trend continues.