There are some anime like Case Closed/Detective Conan where the American distributor changed the names to English names because they thought that made the ipakita madami acceptable to US audiences.
There are also anime like Cowboy Bebop and Trigun where the characters have non-Japanese names from the start. I suppose that's because the characters aren't from Japan. Bebop takes place not in Japan, but in outer space, and Trigun on a Wild West type planet. This is all my guessing--I'm not a professional "Answerman" (Or Answerwoman) like they have over at Anime News Network.