Most all of the majors have a place on the website once you log in that will bring up a simple form (when you are leaving, when you are returning, and where you are going) for travel notifications for credit cards.

It totally depends on your issuing bank if it's necessary or not, but it's most certainly one of those cases where it's better to notify them and not need to than it is to not tell them and have them freeze the card until you contact them to resolve it.

My wife's credit union for example only allows the debit card to work internationally when they have turned it on for international use, and they will turn it off (both manually, they are minuscule) when she says her return date is.

Stupid thing about ATM cards by the way, if you are one of those people who only know your PIN in letters, figure out the numbers before you go out of the country, many ATM machines in other places only have numbers on the keys.