Whenever I downgrade, cancel, or otherwise close a card/account, I always do it via online chat. I say I want to downgrade/cancel a particular card, then confirm that if I close it I won't be losing any bonus points. The rep checks, confirms (in writing) that I won't forfeit any points, then I downgrade/close the card. On more than one occasion, they find that I've gotten a retention bonus or other bonus that would have been forfeited, so I don't close the card.
In any event, I have an easy-to-access record of the conversation.