Who decides which foreign names to Anglicize?

Names of places, and sometimes even people, are changed to make them easier for English speaking people to pronounce. For instance M�nchen, Germany becomes Munich, and K�ln Germany becomes Cologne, presumably because it's easier for us English speakers to say Cologne. However, when we get to the name Crist�bal Col�n it's decided that we can't say the name Col�n, (which is pronounced the same as Cologne in Germany), so the name is changed to Christopher Columbus. Who decides these things? Do other countries change the names of people and places in the west to make them easier to pronounce