Lower, Mark A (1860) Patronymica Britannica: a dictionary of the family names of the United Kingdom. London: J.R. Smith. Public Domain.
We don't have any stats on how common this name is. This is probably because it's very rare in the UK.
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The Thunder surname in historical dictionaries
Patronymica Britannica (1860)
THUNDER. An alias of Thor, the Jupiter-Tonaus of Northern mythology, in A-Sax. TJivncr, Thiinor, or Thunder; whence our day of the week ' Thunresdaeg,' now contracted to Thursday. The name of the god became a personal name of men ; e. g. Eoger of Windover, under A.D. G54, mentions an Anglo-Saxon called Thuner, Avhom he styles a " limb of the devil." Ferguson. On the South Downs near Brighton is a tumulus traditionally known as Thunder's Bari'ow, probably the grave of a Teutonic chieftain. Thunder's Hill, at Chiddingly, co. Sussex, derives its name from a family who delt there in the XA'II. century.