In June I will be teaching a course on Pneumatology at Ambassador International University in Zambia.
I have just begun digging into the subject. In the attached file you will find an organized list of all the verses in Scripture (that I have found so far!) that refer to the Holy Spirit by name. There are some references with brackets around them: that indicates I am not yet sure if they actually refer to the Holy Spirit.
Some summary observations: there are 31 names, or titles, of the Holy Spirit. He is mentioned in every NT book except Philemon, James, 2-3 John. The book with the most references to the Spirit is Acts. Acts has nearly double the references (57) as the book with the next highest number: Romans (30). The single place you should probably go to get the most “bang for your buck” is Romans 8. In Romans 8 the Spirit is mentioned by name 20 times and 7 different names for Him are used.
If you want to study what the Bible teaches about the Holy Spirit, the attached file would be a good place to help you begin the journey.