Those who have checked their copy of B.C. Southam's A Guide to the Selected Poems of T.S. Eliot know about the possible derivation of Madame Sosostris' name from the fortune teller Sesostris in Aldous Huxley's Crome Yellow.
Many annotated editions of The Waste Land do not bother to go any further than to point out the derivation of the name. In my opinion there is more in Huxley's work relating to The Waste Land than a casual reading will show.
In the novel a fair is thrown and the Mr. Scogan character (generally seen to be a not very sympathic protrayal of Bertrand Russell) volunteers to be a fortune teller. He dresses as a gypsy woman and takes the name Sesostris, the Sorceress of Ecbatana. The first half of chapter 27 of Crome Yellow describes Scogan's stint as Sesostris.
After reading the Sesostris section of Crome Yellow and the Sosostris section of The Waste Land you may wish to read my commentary to line 59 concerning the Sesostris/Sosostris connection.