Change Country/Region

Click Learn More in the screen shot.

You need a zero account balance and you need to cancel all your subscriptions. If you have cancelled all subscriptions, but some haven’t expired, contact iTunes Support. You need a credit card issued by a bank in the country the store is in, and you need a billing address in that country. If you have an account balance, either buy something more expensive and pay the balance with a credit card or contact iTunes Support and ask them to zero balance your account.

Purchases - View, change, or cancel your subscriptions

Purchases - Subscriptions not billed through Apple 

Region - Change your iTunes Store, iBooks Store, or App Store country or region

If necessary, contact iTunes Support. Either use the form or scroll to the bottom of the page in the 2nd link. Follow through the screens to get a chat or telephone option. 

iTunes Support

iTunes Support – world wide

Try on your computer's iTunes, and if that also doesn't work try iTunes Support : http://www.apple.com/support/itunes/ww (click on your country's flag, the country where now you live, and which is therefore the country you will be changing to ; click on 'Get support’)