I knew this had come up before:
http://www.dirtrider.net/forums3/showthread.php?t=95281&page=1&pp=10
One thing I *do* know, YZ was inspired by when Gary Jones raced the Yamaha DT-1, and the boys back in Japan asked him what he'd changed to make the DT-1 competitive, and he said "Everything from A to Z". Yamaha thought YZ sounded cooler than AZ, I guess. Later on, while the public was out there on their YZ machines, the factory bikes had an OW designation. Probably something japanese about it.
Also, Suzuki factory bikes back in the day were "RH" or "RN" depending on whether it was a 250 or Open class machine, and then the year designation, i.e. RH72. The bikes they sold the public were called TM. Maybe RM is a hybrid of those.
KX seems pretty obvious. Their factory machines also have an SR designation (Special Race).
CR, not sure. Honda 2-strokes were MR for a while, and the 4-strokes XR, but they became CR with the introduction of the Elsinore. Maybe the factory designation (RC) came first, and they just transposed it for the machines they sold to the public.
of course, this is all hearsay, and I could be talking out of me arse, but I'd heard it all somewhere.