I have heard people refer to them as "jehovahs" , "that guy is a big jehovah", "a bunch of jehovahs came in", "a jehovah was at my door" and "jehovah witnesses". People find it quite odd when they describe themselves as "one of .....". I never correct them, it gives me a little chuckle. They have been thumping on doors for what? 125+ years now and nobody knows what they teach or what to call them.
People do not get that a jw truly sees themselves as a witness of their God. To most people they see it as just a name for another denomination as previously mentioned, Catholic, Lutheran, etc...
Years ago my jw would get quite annoyed that I referred to them as "jw's" and not the full "jehovah's witnesses". And now you have jw's going in front of the President of the US wearing a (billboard size) lapel pin that says jw dot org while accepting honor and a medal for her non jw son who probably never got a birthday card from his mom because it would give him too much honor for his birthday.