It can be interesting when these names make their way across the Altantic and back. In a town near me (in the southern US), the main street is called Gloucester Street. Many local people pronounce it Glou (rhymes with cow)-ces-ter; others say it as in would be pronounced in the UK.
Relative to Flora's post above about Menzies and Dalziel, I have friends whose surname is MacFadyen (also spelled sometimes MacFadzean). Their ancestors immigrated from Mull to North Carolina over 200 years ago and they still pronounce it Mc-fa-jin, but it does confound most people in the US and they often use "McFad'n" when making reservations and such.