I've had my bank call me when I've been overseas due to the cards being used there. Yeah, by me!
These days I call them before I go away.
I posted this in the brain hurt thread - sometimes it doesn't help to call them before hand.
We went to France for vacation in 2010. Before going, I called my credit card companies and told them I would be in France between A and B dates and would be using the credit cards. Then I reserved hotel rooms in Paris for dates A through X, and then we would be out in the countryside, then again for date B. No problems reserving.
We go on vacation, have an awesome time, fly back to US, then 2 days later I try to use 1 of the credit cards and it's denied. I call them up and have this conversation.
Me: Hi, my credit card was denied, can you tell me why?
Rep: We show that you used the card out of the country.
Me: Yes, that's why I called you before to let you know and note it in my file.
Rep: We attempted to contact you to confirm the transaction (note: they flagged the second hotel stay as suspicious)
Me: But you called my home number.
Rep: Yes, that's what we have on file.
Me: So let me get this straight. I call you to tell you I will be in France on these dates, and I will be using the credit card - in France. You supposedly note this in my file. Then when I do use the card in France, you don't look at the notes and instead call me at home, in the US, to confirm a transaction, when I am *in France*, as I told you I would be.