I can only think of 1 person I know of who did this. He was at a major cardiology fellowship program with a lot of spots (8 or more per year). He decided he wanted to do imaging, which wasn't a strength of that program. He somehow got to transfer back to the place he did his IM residency, which did have excellent imaging. This was after a couple of years of fellowship. I'm sure this was with the consent of the original program he was transferring from. In general this is going to be hard to do. If you leave, who is going to take your call? If you're at one of those huge academic programs where all call is taken by the 1st or 1st/2nd year fellows, you might be able to leave after your first couple of years, if you convince people it's for a good reason. Just wanting to be in a different city I doubt is going to fly very well.