I just got an email a few weeks ago that Amex currently upgrades their systems to make it easier for taking accounts with you to another country. You certainly have to contact amex however before doing that make sure that your amex card is actually available in the country you are moving to.

http://www.americanexpress.com/globa...nsfer_en.shtml

Most countries the US, Canada and the UK you'll only find the following Cards:
American Express Blue
American Express Green
American Express Gold
American Express Platinum
American Express Centurion

Centurion is by invitation only in every country however the Platinum may vary depending on the rules.