In mainland China, where Chun-Li was born, Li is a very common first name. Chinese names normally use the first part of their name as their English surname, therefore it is very possible that Li is Chun's English surname.
Of all Street Fighter characters, Chun-Li makes the most cameo appearances in other video games, including: Final Fight 2, Breath of Fire, Breath of Fire 3, We Love Golf!, Onimusha Dawn of Dreams and Crimson Tears.
The intro of Mega Man 9 shows a news reporter who has "hair buns" similar to Chun-Li. However, this was only a likeness to Chun-Li, and not Li herself, therefore is not considered an official cameo.