Americans do pronounce his name "Venn Gho", but it is spelled Van Gogh!
Interestingly enough, there are many pronunciations of Van Gogh's name [1] (we French people say "Gog" rhyming with "dog"), but the rarest one is probably the one from his own native Brabant dialect.
[1]: https://en.wikipedia.org/wiki/Vincent_van_Gogh#cite_note-5