You can use either: by, or, with. "by" He goes by the name of Smith. There is nobody here (that goes) by that name.

I agree with Eliot, sometimes phrases in English don't make perfect sense until you expand the sentence fully: "There is nobody here (known) by that name." "With" is also correct; you can read the sentence at face-value: "There is nobody here with that name."

Yeah. That example's just one of those things you have to memorize, to my knowledge.