In the UK people normally pronounce it 'Van Goff' as Max said. Having just done a bit of research online the pronunciation recommended by the Oxford Dictionary for British English is apparently 'Van Gokh' (the end sound is the same as in 'loch') but despite that I don't think I've ever heard anyone ever pronounce it that way.
It seems to be an attempt to make it sound more like the Dutch pronunciation which most British people just ignore lol.
I've heard it pronounced by Americans as 'Van Goh' but which is the favoured form in the States, I'm not sure.