You are familiar with the most formal way of asking the question, which is called 'inversion' (inverting verb-subject):
-> Comment vous appelez-vous ?
The other one is more familiar so to speak, and when you ask it, you need to put an inflexion (going 'up') at the end, so that it sounds like a question and not a statement:
-> Comment vous vous appelez ?
A 3rd way of asking a question is using 'est-ce que...'. In our case, this would give:
-> Comment est-ce que vous vous appelez? (no need for inflexion at the end). This 3rd way of asking a question is also considered formal, though the inversion method is always considered the 'classiest' so to speak, and so in everyday life (amongst friends and family), you will often hear the 2nd method, more informal.
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