If you are in India, go t lawyer to create Annexure E affidavit. This affidavit is used for application of new passport for proving name before and after marriage.
If you are in Canada, go to lawyer ask for on and same name affidavit. you can find template online.
http://www.immihelp.com/immigration/sample-one-same-person-affidavit.html
I made it really simple, for e.g. My name is xyz resident of city, state. My birth name was Rimi Ramesh Sharma, my name changed to Roma Ramesh Sharma. after marriage my name changed to Roma Rahul Sharma. for every name change I had a proof 1) birth certificate 2) name change document (since gov of Maharashtra does not provide new birth certificate for name change unlike guj) 3) marriage certificate
Hope this help