Van der Waals heterostructures assembled from layers of 2D materials have attracted considerable interest due to their novel optical and electrical properties. Here we report a scattering-type scanning near field optical microscopy study of hexagonal boron nitride on black phosphorous (h-BN/BP) heterostructures, demonstrating the first direct observation of in-plane anisotropic phonon polariton modes in vdW heterostructures. Strikingly, the measured in-plane optical anisotropy along armchair and zigzag crystal axes exceeds the ratio of refractive indices of BP in the x-y plane. We explain that this enhancement is due to the high confinement of the phonon polaritons in h-BN. We observe a maximum in-plane optical anisotropy of {alpha}_max=1.25 in the 1405-1440 cm-1 frequency spectrum. These results provide new insights on the behavior of polaritons in vdW heterostructures, and the observed anisotropy enhancement paves the way to novel nanophotonic devices and to a new way to characterize optical anisotropy in thin films.