Retransliteration regularly produces howlers, and there are also many cases where a German or French transliteration of a Russian name has become the standard English one.
Sometimes one sees both - for instance "Chebyshev" and "Tschebitscheff"
(actually I fiddled about with the end in the second case just for fun, but I've seen things like this).
The mathematician Boris Nicolaevich Delone is an interesting case.
Many of his earlier papers were published in French, and so we have technical terms like "Delaunay cell". Nowadays, the name is usually given the standard transliteration "Delone", obtained directly from the Cyrillic spelling. But his name is really the Irish name "DeLoney" - one of his ancestors was, I believe, an Irish soldier who was one of the many who stayed in Russia after the 1812 invasion.