Definitely warn your bank as well as Visa/Mastercard/Amex/discover etc... And also if possible, have your debit and CC linked, so if something happens to the debit card, then you can use the CC to withdraw from your bank account without having to take out cash advances...
Also be prepared for the worst, just in case. Better safe than sorry. I've had my debit, 1 US issued mastercard and 1 Canada issued mastercard, 1 visa and a business amex all frozen solid on my trip to Australia last summer, even tho I had called each and everyone of their CS, twice, before leaving
Only amex would help me from abroad...