If we move stuff for you, it should all work. Notice that I said "should".
Also, there are certain cases where it's not really possible for us to safely move a domain from one account to another - in that case, we probably wouldn't do it for you, or would require you to just delete and re-add everything. Overall, it's not something we do a lot, and it's something I'd recommend avoiding unless you either are not worried about potential problems, or unless it's absolutely necessary.
Shared -> dedicated moves we do a fair bit, and those usually go pretty smoothly (though moving back to shared can be somewhat tricky).
Depending on the situation, there may be fees involved in merging accounts, moving domains from one account to another, etc.