I have been loyal, in general, to the teams that I grew up with.
College - Being born and raised in Columbus with fanatical parents when it came to the Buckeyes, I had no choice. Ultimately did my undergrad degree at OSU, so tried, true, going nowhere.
NFL. I was 4yos when the Browns last won the NFL, I have seen them thru all the ups and downs for all that time. While Fandom is not as strong as the Buckeyes, I still wear Browns hats and T-shirts and generally don't miss a game. Actually flew into Ohio last year to watch a game live, though I probably wouldn't have done that if I hadn't gone to the OSU-UM game the day before.
MLB-This is the one place where I changed fandom. I was 9yos when the Mets won the world Series and I became a fan of Tom Seaver. Stayed a Mets fan until they trade Tom to the Reds and I switched to the Reds. Stayed a Reds fan after Tom left to go to the White Sox, probably because they were a relatively local team for me. Not an over the top baseball fan with Reds doing so poorly and no signs of getting better.
NBA-I became a Celtics fan when I was a kid because they were winning, but also because Havelicek went to Ohio State. Stayed a fan until I stopped watching the NBA about the time that Byrd and Johnson retired.
Being in the Phoenix area, there are quite a few people who have become fans of the local teams in spite of not being from here (almost nobody is from here). Personally I can't understand changing who you are a fan of because you moved away from the team you are a fan of.