What is the exact name of this type of transformer?
Those are common mode filters/inductors/chokes. They suppress common mode noise created by switching power supplies, and are part of FCC requirements for noise filtering, along with X and Y series capacitors.

They have ferrite cores and generally only suppress high frequencies above audio range.

In more serious filters you would also have 2 single mode (2 wire) filters for noise not common to both hot and neutral, or two hot lines, either 120 or 180 degrees out of phase, depending on the power source.

Just to be clear, these are filters, not transformers.

A snippet of an article for more details:


  Common Mode Choke
  
  The impedance of an inductor is proportional to its
  inductance and the frequency of the signal passing through it. 
  Inductors, therefore, can act like low-pass filters, that is they
  allow low frequency signals to pass through them, while they block
  higher frequency signals.  A common mode choke is a special type of
  filter with two inductor windings on the same core.  In order to
  understand common mode chokes, it is important to first understand
  what common mode means.
  
  Normal Mode:
  
  During normal operation of any circuit (such as a
  switch-mode power supply) connected to the AC Mains, AC current flows
  in through the AC Line and out through the AC neutral.  This is called
  Normal Mode Current (or Differential Mode Current.)
  
  Common Mode:
  
  There are other noise currents generated in most
  circuits that tend to be higher in frequency.  These currents can be
  conducted out the AC Mains in the form of noise.  This is called
  Common Mode Noise.  The current flows out on both the AC Line and AC
  neutral, hence the term Common Mode.  It is this noise that a Common
  Mode Choke seeks to suppress.
  
  How does a common mode choke work?
  
  A common mode choke includes a magnetic core and two windings, making
  it a four-terminal device.  The two windings have the same number of
  turns and are wound in opposite directions in a mirror configuration.
  
  In this configuration, normal mode current flows into the circuit
  through one of the windings, and out through the other.  The direction
  of current in each winding combined with the mirror winding
  configuration means the flux generated by each winding cancels out the
  flux generated by the other winding.  Thus the common mode choke
  presents very low impedance to normal mode currents.
  
  For common mode noise, however, the flux generated by the current in
  each winding is additive, causing the choke to present a very high
  impedance to common mode currents.
  
  As stated above, the impedance of the common mode choke is
  proportional to the frequency of the current.  So determining the
  required inductance of the choke depends on the lowest frequency of
  common mode noise the designer is trying to suppress.
  
  The wire for a common mode choke must be larger enough in diameter to
  handle the Normal Mode current without overheating.


This is quoted from CET Technology.com