When I moved from Aus to the US I tried to change my Xbox360 Gamertag from AU to US so I could take advantage of the cool new content available locally for my (US bought) Xbox360.
I'd hoped it would be something simple - a change to my LiveID or an upgrade to my Gamertag ... contact customer service and have some magic happen.
Sadly that couldn't happen.
Then in December there was a new update to the Dashboard on the XBox360 that allowed me to change the LiveID associated with the Gamertag. Yippee I thought, problem solved. So I changed the LiveID to my new US-centric one (with US billing records for MSN Direct, Hotmail Plus etc) ... but that didn't change my country for the Gamertag - it left me with both the US and AU accounts tied to the Gamertag.
So... another chat with customer support (externally and using some contacts internally) and the upshot of the story is that because the EULA I agreed to when I signed up says I can't change countries with my Gamertag I have to cancel the account and create a new one (because the Gamertag doesn't get released into the pool I can't even re-use the name). So I lose my history / reputation / stats (which I'll admit isn't that crucial for me) but (more importantly) my identity.
I can't imagine I'm alone in this.... in fact I know a few others who've faced the same problem (but are obviously better mannered than me and don't complain!). As someone who's not a hard core gamer but more uses the Xbox360 to supplement our home entertainment solution this is annoying and hopefully something will change in the future to stop anyone else having to give up their identity because of a line in a EULA.