Gandalf

Gandalf was a name used to refer to the Doctor. When the Master sent a message to Martha Jones via a television broadcast, he showed her the aged Tenth Doctor and sarcastically said "Say hello, Gandalf." (DW: Last of the Time Lords)

The Eleventh Doctor compared himself to the character, saying he was "the outer space Gandalf". (DW: Meanwhile in the TARDIS)

Behind the scenes
Obviously, in the real world, Gandalf is a character from The Lord of the Rings and The Hobbit by J. R. R. Tolkien. Televised Doctor Who never explicitly makes this connection.

Two possible explanations:
 * in The Hobbit wee see Bilbo Baggins, a calm, poised middle-class hobbit, so deep-rooted in the everyday life, but desiring adventure; Gandalf suddenly appears and brings him in a quest for a treasure and to battle a dragon.
 * Gandalf has many surnames: the Grey Wanderer, Stormcrow (by enemies).