A similar thing happened to me. I returned to the UK from a trip to the US and got a call from my (UK) bank. After calling them back they told me "We've suspended your (gold) card because of some very unusual spending."
Me - "What spending is that?"
Bank - "Your card's been used in AMERICA!!!!
Me - "Yes, I've just been there."
Bank - "Oh. Well that's still unusual. Can you call us next time you go?"
Me - "Do you know what kind of card it is?"
Bank - "Yes. It's an American Airlines affinity card."
Me - "Does that give you a clue as to my travel patterns?"

MoreMilesPlease I'm afraid I'll have to disagree. I refuse to have to call my banks every time I travel. That's not the point of a global system.

JackR As my story shows it can happen to the most unlikely cards. While I do carry several cards, there's another trick that's often mentioned on FT: Before leaving the country, make a purchase at the airport duty free. That should flag your later purchasing as OK.