I have recieved an offer from Delta that will give me 10,000 miles if I signup for their American Express Card. The string is that after the first year I have to pay an $85 per year fee for the card. I will not use the card enough to justify the fee.

Does anybody what Delta does if after a few months (after securing the 10,000 miles) I cancel the card? Will they take the miles away? I don't want to pay $85 for 10,000 miles and the AMEX card is not really of value to me for my general purposes.