The mishnah in Pesachim (4:1) says:
הַהוֹלֵךְ מִמְּקוֹם שֶׁעוֹשִׂין לִמְקוֹם שֶׁאֵין עוֹשִׂין, אוֹ מִמְּקוֹם שֶׁאֵין עוֹשִׂין לִמְקוֹם שֶׁעוֹשִׂין, נוֹתְנִין עָלָיו חֻמְרֵי מָקוֹם שֶׁיָּצָא מִשָּׁם וְחֻמְרֵי מָקוֹם שֶׁהָלַךְ לְשָׁם. וְאַל יְשַׁנֶּה אָדָם, מִפְּנֵי הַמַּחֲלֹקֶת:
One who goes from a place where they do [work], to a place where they do not do [work], or from a place where they do not do [work] to a place where they do [work], we place upon him the stringencies of the place he came from, [or] the stringencies of the place that he went to. And a man should not deviate [from the established customs of a place], on account of [the] disagreement [to which such conduct may lead].
We see from here that a person should go with the common custom of the place they've traveled to, so long as it doesn't lead to a leniency.
Unfortunately I don't have much to go with. Someone told me that there is an idea somewhere, he believes in the gemarra, that this doesn't apply if going from a Holy place/מקום קדוש to a non Holy place/מקום שאינו קדוש. I guess an example would be from Eretz Yisroel to Chutz LaAretz. This doesn't seem correct to me, but he was quoting someone reputable, so I assume someone says it...somewhere. Even if it's not halacha lema'aseh...:-) Where can I find such an idea?