There were a couple people who transferred from my residency. It didn't seem that difficult, provided you have a good reason (family, finances, etc). Your PD does have to sign off on your transfer because your new program is probably going to want a letter from him/her.
I know this probably isn't your intention, but you do kind of screw over your co-residents by transferring. Your position may not get filled until the upcoming year.
----- Antony