Agree about documenting, but I don't think it should be an error if not.  I could easily imagine someone building a data cube for a bunch of different cutouts from an image that all have different local WCSs *(and bounds in fact).  I don't think that should be an error.  The error is if they don't have the same size (nx,ny), which we do currently check for.

I think the only thing that would be wrong with doing that is that ds9 would not report the correct world position for the frames other than the first.  And I think this is just a missing feature in both the fits standard and (thusly) ds9.