I was buying some tickets on airlines in Asia via the Internet a few months ago using my FIA-issued Visa. The first few transactions were approved. Then the card was declined, and moments later the card issuer called me. The (extremely friendly) rep asked what was going on, I told him, and he lifted the block and stayed on the line to verify that the transaction would actually go through. I was impressed.

Never had Amex do this, but then they've never blocked my card for something like that. Hopefully it's because they can guess my travel patterns from my spending, and not because they are lax at security.