So far I have been using MyOpenID as an OpenID provider. Now it announced that it will close down and I will need a new provider.
Is there any way to transfer all registrations to the new account or will I have to do it site by site?
Unless the myOpenID accounts are migrated/redirected to another identity-provider, then it will be site-by-site because when you try to log into a site, it will contact your OpenID provider for credentials and identity information. If the site is shut down, then it will not be able to respond to the request.
You should, only have to select a new identity-provider at each site; you shouldn’t have to enter any new information (assuming of course, that you have already entered your information at the new provider). However, you do have to go to each one to specify your new OpenID provider at each one individually. You’ll also need to authorize each site with the new provider, but that’s just an extra click.