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It has been done, but there is a very high standard for granting venue change:

The Impossible Standard to Change Venue–The Massey Mine Case Is Still in West Virginia
November 10, 2015
The Legal Standard for a Change of Venue
The standard for a change of venue is high. In describing the standard, the district court stated:
Under Rule 21, a defendant may move for transfer for prejudice. Here’s the rule:
(a) For Prejudice. Upon the defendant’s motion, the court must transfer the proceeding against that defendant to another district if the court is satisfied that so great a prejudice against the defendant exists in the transferring district that the defendant cannot obtain a fair and impartial trial there.
This determination requires a two-step process (United States v. Bakker, 925 F.2d 728, 732 (4th Cir. 1991)).
First, a trial court must address whether the publicity is so inherently prejudicial that trial proceedings must be presumed to be tainted. . . . In that case, a motion for a change of venue should be granted before jury selection begins.
Second, the court should not presume prejudice from the amount of pre-trial publicity. Rather, a trial court customarily should take the second step of conducting a voir dire of prospective jurors to determine if actual prejudice exists. . . .Only where voir dire reveals that an impartial jury cannot be impanelled would a change of venue be justified.
Basically, the court has to believe that it is impossible to impanel an impartial jury in the district. It’s not enough to show that jurors will be subject to considerable negative publicity surrounding the trial; the defense must show that jurors from that area cannot be impartial and objective.
Why It is Hard to Win a Change of Venue
One hurdle to winning a change of venue is that judges are supremely confident in their ability to weed out biased jurors during the voir dire process. The jury pool in a big case can be hundreds of jurors and a typical judge will have no doubt that she can find twelve unbiased ones.
A second challenge is the widespread nature of the media. Defendants will often present evidence of biased media coverage in the area and statements from the general public about the defendant. Experts can often be useful in this area as well.
Between cable and the internet, however, the government can always argue that moving a case will make no difference; anyone, anywhere can learn about the defendant.
So, not only do you have to convince the court that jurors will be impartial in your district, but you also have to show that the bias won’t be as extreme somewhere else. This, among other things, was a major challenge for the defense here.