Yes, when I collect seeds from a cultivar I mark them, for example: ex 'Midnight Marvel'
"Ex" means "from" or "out of" so I know the seed came from the cultivar named afterwards.
Now, trying to get others (that I've given seed that I've collected from a certain cultivar) not to call the resulting seedlings by the cultivar's name has proven almost impossible.
(usually a Salvia cultivar of some sort)