Hrm, I was wondering the same thing.... I mean they are tied to one char, not one account so theoretically they should go too. But, as I would be mightily upset to see them just go *poof!* and get the canned "we are unable to retrieve lost items" GM spam, I will most likely go ahead and claim my items not risk it.
I'd like to see an official response though. I wonder if anyone has tested it?
Cheers and happy transferring day!