@izzythepush,
Victoria married
Albert of Saxe-Coburg-Gotha. She was already descended from George I, who was a scion of the Albertinian line of the Hapsburgs and the Hohenzollerns. Her Stuart ancestor, Elizabeth of Bohemia, was a distaff ancestress, and as such, did not contribute a family name. As she was female, the proper name of the family was Saxe-Coburg-Gotha. As has been pointed out, the name was changed to protect the guilty during the First World War.
The same thing happened with Louis Mountbatton. His mother was Alice, a daughter of Victoria, and he was born Louis of Battenberg. He changed the familiy name to Mountbatton in 1917.