Don't know how it works in the US but all of the number lookup for caller ID is done locally here. Your caller ID box/phone would need to have a database of all the numbers you know programmed into it.

The Cisco ATA 186 is a normal H.323 & SIP VoIP adapter according to it's specifications. So if you can get the configuration details out of Vonage then you can use whatever adapter you want. (Assuming it supports H.323 & SIP and whatever codec Vonage actually uses)

- Trevor