Remington Steele/WMG

Remington Steele is James Bond.
This is why he doesn't seem to have a real name: he can't reveal his identity as Agent 007.

Steele is a product of Clap Your Hands If You Believe.
He only exists because so many people thought he was a real person. Any memories anyone has of him before he took on the Remington Steele identity were retroactively planted when he popped into existence so he would have a past. This is why he doesn't have a real name. Steele himself is totally unaware of this.

Remington Steele is a window into Laura's fantasy life.
Disappointed that no one would take her seriously as a detective,Laura slowly descends into an almost full time daydream/fantasy world where she is the smarter (but still junior) partner in a detective agency headed by a man w/ no name. Each "program" is actually Laura fantasizing about an adventure that she and "Remington" go on and each time they manage to "solve" the case despite the odds being against them. A brief stay by Laura in a psychiatric facility explains the "last season's" abbreviated nature.