Apparently yes, someone here indicated that you could possibly do that over in Bank Negara if I'm not mistaken.

Not so sure about this. The other member mentioned about his experience over in Bank Negara in KL but did not mention the possibility of doing so in other states?

If you don't mind me asking, why are doing so ? Identity theft problem ?
Taking this opportunity to share my latest experience. I wanted to cancel my RHBBank credit card and called up the CS for a fax number to send the letter to. (Did this last Thursday) Checked with the CS on Monday and they said cancellation processing takes about 3-4 working days and they need to forward the fax to the card center. (It's only 2 working days now) However, they could not confirm the fax is received or not as it could have been sent directly to the card center.

Called again on Friday (It's already 8 working days), card is still active and cancellation not done yet. They said maybe Card Processing is not doing it yet. (Emmm ..... remember the 3-4 working days thing, I'm not impressed) Sigh .... service these days sucks.