I've seen the origin variously as Wales and the Normandy region of France (Normandy could have been the original source for the Welsh Vanns as well).
In the US, the Vann surname appears to have been centered in North Carolina early on and later became a well-known surname among the Cherokee Indians (of western NC/northeast GA and later eastern Oklahoma).
Please go to www.genforum.com - where the box says "Forum Finder" type in Vann and hit "Find". This'll take to to an EXTENSIVE message board of Vanns discussing their name and ancestry. Someone there should be able to help you. Good luck!