I did visit Torino awhile back, and while I agree with Matt's point about the consistency of Americanizing the names of foreign countries and cities, Turin actually isn't just an Americanization, as while Torino is its Italian name, its name in its native Piedmontese is ...Turin!
What we tend not to know about is the degree of linguistic variety in Western Europe, as there are lots of local languages which we like to think are simply mildly differing variants of the dominant language (such as Italian or Castilian Spanish) , when in fact they're better seen as distinct languages.