I'm sure I've read this on forums before - but I forgot to do it
I just got back from a trip and a replacement credit card arrived in the mail. The enclosed letter stated that my credit card "might have been compromised".
I suspect they issued a new card because the pattern of my transactions (on the trip) did not match my usual credit card activity.
I called the card company to activate the new card and asked if I should notify them when I am going on a trip. They said
yes, notify them and they make a note on your file.