Looking at the Area 51 commitment page, I realized that some of the questions that were originally suggested there never got asked here, so I thought I'd add some of them. To expand on this question, was this transition a result of some military action, political influence, or external influences from other countires?
Thailand converted over from Siam after the revolution of 1932, where the nations military staged a coup against the monarchy and established a constitutional style monarchy (although it ended up being decades of military rule). While there was a brief return to using the Siam moniker after WWII, the new name for the country stuck.
A more detailed version of the Revolution of 1932 can be found here.