I did, although some years ago

I got my F-1 visa with I-20 from School A. After I arrived in the US, I got a much better offer from School B. Since it's only in June of that year, I had plenty of time so I contacted the INS to see if I could transfer. I received a hand written note from the INS stating that I only needed admission to School B to enroll there. I was not sure what documents I submitted or whether I made it clear that I had just arrived in the US (My guess is I must have submitted both I-20 forms). With the note from INS, I told School A that I was not attending and enrolled in School B instead. When I arrived in School B, I showed the International Office the note from the INS and never had any problem. When I went to graduate school (I came to the US for my BA degree first), I also brought both undergrad. I-20 forms to the International Office since only the I-20 form from School A had an INS stamp( I didn't go back to China when I was an undergrad.). I did go back to China for a visit while in graduate school and had all three I-20 forms with me. I had no problems getting another F-1 visa in Shanghai or when going through the customs upon returning to the US.

However, all this happened before Sept. 2001. I am not sure how things are now. If I were you, I would contact the International Office at the school your GF wants to go to see what can be done.