A weekend trip to Texas (hotel bill, local purchases) triggered Capital One's fraud alert, so I had to call the company and confirm the purchases were mine. Capital One, in my experience, has VERY sensitive fraud-detection protocols. This is maybe the third or fourth false alarm in three or four years. The woman I spoke with suggested that, in the future, I alert the company about all planned trips, even out of state, and not just overseas travel.
It's a hassle, but I prefer Capital One's false alarms to the customer service from my wife's FIA (M&T Bank private label) card, which took three weeks to discover a couple thousand dollars of fraudulent charges and a bogus address change last year.