The only issue you may run into is if the online portion is region locked. You would need to switch back to the country setting you bought it in to play online.
FYI, I bought my game online without changing the region on my xbox and it downloaded fine. The issue was the game will work but if online is region locked you need to switch to US for location to be able to play the online features of the game. KI will play online on either settings and NHL...
Using this, are games locked to regions. For example, all my so far have been bought using the Canadian Market place. Now If I buy a US Digital download, will I have to switch regions and reboot my console to access the games from CA market and vice versa?