If you thought it was crazy when Hugo Chavez announced he wanted to limit legal Venezuelan names to a list of 100, strictly divided by gender, you'll be interested to know he's not alone: The Finnish government also maintains a list of legal names from which parents must choose, with no overlap between male and female varietals.
Here in the United States, we've had a tradition of name sex-changes over the past several decades. Male names in particular have been feminized; in the New York Times Magazine, Sam Kean suggests that might be because parents want their daughters to be as confident and strong as the stereotypical male, and not to feel limited by gender. Over time, male names embraced by parents of girls come to be understood as feminine. After generations of male "Shirelys" or "Ashleys," families cease passing on those names to their sons. The reverse doesn't happen; traditionally female names remain that way, suggesting that parents are reluctant to imbue their sons with feminine characteristics.
Names that have undergone a male-to-female sex change include Taylor, Kim, Peyton, Leslie, and even my own name. But after an initial period of androgyny, most American baby names are coded as clearly pink or blue.