My credit card providers regularly used to p*ss me off with this - I'd faithfully call them to say I was going abroad, "Yes, no problem, sir". My card would then be declined in the ATM at my destination, and my mobile (assuming I'd taken it) would start ringing with some t*t in the UK going "Sir, sir, your card may be being used fraudulently in XYZ country". As I didn't want to pay the hefty charge to receive an international call, I'd not answer, and that card was then trashed for the rest of my trip.
Fortunately I have several cards, and not all of them have such cocked-up fraud systems. The same provider regularly blocks my card when I try and send money abroad, e.g. through Western Union, even though I do this regularly so it's not 'unusual activity' on my account. I've tried telling their fraud team, but the answer I get is 'it's an automated system, we can't stop it even if you tell us you're going to use your card in this way'.
Guess who isn't going to get all the juicy commission and exchange rate charges for me using my card abroad? They may not even get my UK business if I get annoyed enough.