I was over in NY last month and found that two days into my trip, my Egg card had been frozen. But get this, it wasn't for the transactions I had made whilst over there, it was because I had two purchases from Amazon US within a couple of days of each other. Needless to say, I gave the person on the other end of the phone a good talking to and the phone call didn't cost me penny either! That said, it nearly cost me my trip to the empire state building which, when ascending the lift attendant gleefully reminds you that post 9/11 it is now the tallest building in New York again. Can't say it made me feel much better....
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Cheers,

Andy M