It's not possible through all types of accounts though: https://support.spotify.com/uk/article/How-can-I-change-my-c...
"Premium [...] Note: For licensing reasons, you need to update your payment method to one that's been issued in your new country."
This is one of the joys of Spotify compared to other services I use, where it just accepts that I want the experience of the country I select, and not something arbitrary like an IP or a credit card (like Netflix, Steam).