The use of W to represent /v/ is not an English convention, so it only happens in words/names where another language does it. The most commonly encountered language where this happens is German. It also occurs in Polish.
Wladimir Klitschko is, according to Wikipedia, a German transliteration of his name in Russian, Владимир Кличко.
Some other examples of words taken from German where W can be pronounced as /v/ are Weltanschauung and Umwelt.