From an interview with the man himself in St. Petersburg:
Tahir Velimeev: By the way, how many names does the multifaceted James Oliver Rigney, Jr. have?
Robert Jordan: Not very many, but also not a few. Under the pseudonym Reagan O'Neal the historical novels The Fallon Blood, The Fallon Legacy and The Fallon Pride were published. The events in them takes place during the American Revolution, around my hometown of Charleston. The name Jackson O'Reilly is on the cover of the western Cheyenne Raiders. My critical pieces on theater and dance I signed Chang Lung. And under the pseudonym Robert Jordan the novels of the Conan series and the The Wheel of Time series were published.
Robert Jordan was the name he used for fantasy fiction:
- the Wheel of Time series (and all associated materials)
- some Conan the Barbarian stories
Reagan O'Neal was the name he used for historical romances:
- the Fallon trilogy, set in the southern United States
Jackson O'Reilly was the name he used for western novels:
Chang Lung was the name he used for dance and theatre critiques
- about this work, he said, "I don't think there is any source anywhere except for my files and I'd just as soon leave them there. There are few things more boring than ten-year-old dance reviews and theater criticism."
He's also addressed the question of why he used so many different pseudonyms:
William B. Thompson: As to his various pen names, their use chiefly reflects Jordan's desire for privacy for himself and his wife, publisher and editor Harriett P. McDougal, with whom Jordan shares a pre-Revolutionary War home.
Robert Jordan: "There's also a commercial consideration having to do with what publishers will accept. If I'd write a horror novel under the name Robert Jordan, publishers will accept. But if I went with a Robert Jordan mystery—that far out of genre—there would probably be a big fight over it, the kind of distraction I would just as soon avoid. Not that I haven't had my share of disagreements with editors and publishers.
"Beyond all that, I also enjoy the multiple identities."
And even the question of how he came up with the names to use:
My pen names have all been chosen from three lists of names using my real initials. It has been a matter of one from column A and one from column B, or maybe column C. One pen name actually managed to contain all three initials in a first name and a surname.