I could not find a specific place for feature requests but this one has been asked for by many people for years now (even on these forums) and with the PS4 on the horizon I want to reiterate interest in this feature by people all over the world who genuinely move country and want to retain the history of their old account in their new country.
Apple allows this, Amazon allows this, and most importantly Microsoft and Xbox make this possible too. Please move this request up to the PSN team and allow this much requested feature! If this feature was available I could finally move my account over to my new country and I would use the PSN Store much more than I currently do. Buying things with my second account for my new country and then using my old account for playing also complicates matters such as DLC. This is a much needed feature.
You can post your request, or vote for the request if someone already posted in, in the Playstation Blog. Click on "Playstation Blog" in the bottom right of any forum page.
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There is already a couple of related posts for this on the PS.Blog.Share site, which is the only place where user requests are considered (http://share.blog.us.playstation.com/ideas/2012/09
If Sony allowed you to change the country of residence for your account, it would sometimes have to scan your downloads list and remove any content that is not legal to sell in your new country, or is not licensed for distribution in that country. Naturally, you would receive no refund for that content. Is that what you want? If you create a new account for the new country, then you can still keep and access the content that you purchased with your previous account. There is nothing stopping you from continuing to use the PSN account that you had before, even if you create a new one. That turns out to be the best system for everyone. There would be no point in having separate Playstation Stores for each country, if you could just move your content from country to another whenever you move. The country mostly matters for the Playstation Store. Online games that segregate players by country or region would not recognize your past history even if you could change the country on your account, because you would still be using different game servers. For most other things you can already use accounts internationally regardless of country of origin. You only really need to create a new account for purchases when you move. Allowing players to change the country of their online account only makes sense if the company wasn't using the information for anything important in the first place. That is the case for Microsoft, but not for Sony.