I always call the credit card co's before I leave the country to let them know the dates of travel & which country(ies) I'll be in, and they do mark my accounts. I've been doing this for ears, and it only takes a minute or two.
I had one last year that notifying them before I left was a pain (can't remember if it was the Mileage Plus visa or a dif card), but the rest go through smoothly w/ no problems.
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Sharon