My own opinion is similar to the others here. I'd at least tell them why you're leaving. Depending on how violent/vicious you expect your family to be, you may need to be cautious about how you tell them. You may need to do it after you leave, and by letter from an undisclosed location, or better yet by e-mail, so they at least have a way to tell you how they feel about you (some people may surprise you...and if they don't, you close the e-mail account and contact with them for good).
This way, if they don't accept you, then they won't be looking for you. If you didn't tell them, they probably would look for you...wondering what happened to you. It's easier to start over away from everyone else, if you know your past isn't searching for you.
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For myself: I've thought about moving away from everyone many times now, and just starting over from scratch. It's still an option that's open on the table, and often looks rather inviting. When I think about it though, I guess I think it would be terribly unfair to most of my family, when only a couple of them really deserve it. I can't say any of them will accept me. Coming out could be downright horrible. But I'll give them the chance. I deserve that much, and so do they. If they squander that chance, then I can walk away with no regrets, no 'what ifs', and no need to wonder how things might have been.
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Make sure you're not avoiding telling them, simply to avoid the stresses and issues that surround coming out. People are complex. It's a lot different when a complete stranger or distant family member comes out as LGBT than it is for a brother/sister. It hits closer to home...and makes some people re-evaluate their preconceptions. I have a sister that is very homophobic, but she's also extremely protective of her siblings. Values are hard to judge...you never know which way people will fall, and what they will choose as most dear to them when given the need to make that choice.
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As to the original direct question: I do know many people in the Trans-community that have walked away from their family. They keep no contact, and their family doesn't know where they are, their name, or anything about their life. Usually it's because their family reacted poorly/violently to them when they came out. But all of them have at least told their family. The only ones I know of that didn't tell their family at all, are late transitioners that have no family or only distant family left, or those that aren't out yet (some of whom don't plan on coming out).