If you are leaving the country I would definitely contact the program as there may be some paperwork that needs to be filled out in the next few weeks for employment, etc.
On a related note I think it's sad that some programs don't bother to contact their new interns on Match Day or at least the day after. Anything from a call from a resident to a chief or the PD is great. One of my friends got a care package from her Peds program including some snacks, ID holder/lanyard, maps of the city to which she is moving, etc. What a nice idea!
I got an email from the program coordinator entitled "Woooo Hooo!!" which was cool.
But a caveat is that they probably shouldn't call on the night of Match Day, where I unwisely answered my cell phone drunk as a skunk to meet my new chief resident. At least it wasn't the PD.