"Jose" is a Spanish name. Maybe you are thinking of San Jose, California. The Spanish settled many places in the western part of the United States, and the Spanish pronunciation has remained in many places. In Spanish, the initial "j" is pronounced much like the English /h/.
Many Spanish names and words are so well known in English now that there is no trouble in knowing that the initial "j" translates to /h/ in English. Three of these are Jose (Joseph), Juan (John), and Jorge (George.