I usually tell my bank where I am going, but the times I haven't pre-warned them, I have been ok. My friend's boyfriend was not as lucky, he lives in UAE but was in NY - they froze his card late one Thursday night, and he couldn't get anyone to help because it was Friday in Dubai. He was not amused, and racked up a huge amount of charges on his cell phone trying to sort it out. Luckily we all had cash and cards, so could take care of things until he resolved it.