CaptialOne does this pretty well. So far it is the only bank I have come across would alert me they are blocking the transaction for a few days so I have a chance to review and if I don't they will release the block. Every 6 months or so they have someone called me up to verify recent transactions.
Hell, their mobile app alerts me the moment a recurring charge posts for a different amount than normal, if I put my NYT delivery on hold for travel or something I can guarantee the next two months I'll get an alert to review the transaction (though they don't outright block it)
