Damien is the young Antichrist in the cult horror classic The Omen. The son of the devil is switched with the baby of a prominent American diplomat, and raised by a demonic nanny and a hound of hell. Good Omens parodies all these elements.
Damian comes from the ancient Greek for "tamer". St Damian was a 3rd century Christian martyr, making the name a fine choice for a nun.
Wormwood is mentioned in the book of Revelation as an angel or star that falls from the skies before the horsemen ride. He also appears as a demon in C.S. Lewis's religious novel The Screwtape Letters, perhaps the classic referred to here.