Anglicization of names (was Re: Language naming terminology)

A related topic is how "foreign" names are often changed to sound more
"American", and I'm sure the same phenomenon occurs elsewhere.  In the
South, for example, a lot of people have Scottish ancestry, yet you'd
never know from the surnames, since they were often changed, almost
always voluntarily.  For example, Andrew Jackson was of Scottish
ancestery.  A teacher I had in high school was named Culley, even tho he
was of Irish ancestry.  His great-(great?)-grandfather moved to England
to find work, but couldn't.  His landlady told him that he'd never get a
job with the name he had (something like Cullellain), so he changed it
to the English Culley.

Anyways, is this a common phenomenon in other cultures, or is this
largely restricted to Anglo-Saxon cultures?  Also, is the normal method
of Anglicization simply changing the sound?  I know of some cases where
people's first names became surnames.  A friend of mine in high school
had the last name of Marx - his ancestor's first name was Max, and when
he was asked his name, that's what he replied - /maks/ (with a back
vowel), thinking they wanted his first name, as opposed to surname, and
the immigration official thought he said "Marx".  I suspect this is
probably very rare, tho?

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