In my own game, when I change the display, I call a function to shut down the current display; shutdown_display(true), which involves destroying all bitmaps that were loaded (as if the game was shutting down), I then call an init_display() function which is called when the game starts, it has a flag to reset the display which is passed to it, and it then loads all the graphics back in.
It works just fine that way without problems. (see my Deluxe Pacman 2 game in the link below, it is free, if you run it and change the display you will see it works perfectly).
I've never tried to do it differently. If it works, I don't mess with it. 
My functions I use below... I call shutdown_display() then init_display(true) when it is resized...
void shutdown_display(void) { /* Destroy loaded bitmaps here */ al_unregister_event_source(event_queue, al_get_display_event_source(setting.screen)); if(setting.screen) { // setting.screen = the allegro display al_destroy_display(setting.screen); setting.screen = NULL; } }
1void init_display(bool reset_display)
2{
3 char s[TEXT_BUFFER] = "";
4 ALLEGRO_BITMAP *tempBitmap = NULL;
5
6 if(!reset_display) { // These will already be NULL'd out if this is a reset
7 // Initialize pointer arrays to zero before anything else so that if we
8 // have to call shutdown() they can be checked without problems
9 memset(background, 0, sizeof(background));
10 memset(pills, 0, sizeof(pills));
11 memset(lines, 0, sizeof(lines));
12
13 setting.screen = NULL;
14 pickup.sheet = NULL;
15 tool.sheet = NULL;
16 shield = NULL;
17 bullet.bitmap = NULL;
18 pacman.sheet = NULL;
19 }
20
21 // Vsync 1 means force on, 2 means forced off.
22 if(setting.vsync)
23 al_set_new_display_option(ALLEGRO_VSYNC, setting.vsync, ALLEGRO_SUGGEST);
24
25 switch(setting.fullscreen) {
26 case 0: // Windowed
27 if(setting.opengl) al_set_new_display_flags(ALLEGRO_OPENGL | ALLEGRO_WINDOWED);
28 else al_set_new_display_flags(ALLEGRO_WINDOWED);
29 break;
30 case 1: // Fullscreen Window (0 = window)
31 if(setting.opengl) al_set_new_display_flags(ALLEGRO_FULLSCREEN_WINDOW | ALLEGRO_OPENGL);
32 else al_set_new_display_flags(ALLEGRO_FULLSCREEN_WINDOW);
33 if(setting.frequency) al_set_new_display_refresh_rate(setting.frequency);
34 break;
35 case 2: // Regular Fullscreen (0 = window)
36 if(setting.opengl) al_set_new_display_flags(ALLEGRO_FULLSCREEN | ALLEGRO_OPENGL);
37 else al_set_new_display_flags(ALLEGRO_FULLSCREEN);
38 if(setting.frequency) al_set_new_display_refresh_rate(setting.frequency);
39 break;
40 default: // invalid mode, we'll select windowed by default and reset the fullscreen variable
41 if(setting.opengl) al_set_new_display_flags(ALLEGRO_OPENGL | ALLEGRO_WINDOWED);
42 else al_set_new_display_flags(ALLEGRO_WINDOWED);
43 setting.fullscreen = 0;
44 }
45
46 al_set_new_bitmap_flags(ALLEGRO_MAG_LINEAR); // | ALLEGRO_NO_PRESERVE_TEXTURE);
47 al_set_blender(ALLEGRO_ADD, ALLEGRO_ONE, ALLEGRO_INVERSE_ALPHA);
48
49 al_set_new_display_option(ALLEGRO_SINGLE_BUFFER, 1, ALLEGRO_REQUIRE);
50
51 // Allegro picks the desktop resolution automatically with ALLEGRO_FULLSCREEN_WINDOW flag set.
52 setting.screen = al_create_display(WIDTH, HEIGHT);
53 if(!setting.screen) {
54 a5_error(AT, setting.screen, "Create display failed.");
55 shut_down();
56 exit(1);
57 }
58
59 setting.w = al_get_display_width(setting.screen);
60 setting.h = al_get_display_height(setting.screen);
61
62 if(setting.opengl) printf("OpenGL version: 0x%08X\n", al_get_opengl_version());
63
64 // Call scale screen for all modes to correct mouse movement in certain mode changes
65 a5_scale_screen(WIDTH, HEIGHT, setting.w, setting.h);
66
67 al_clear_to_color(al_map_rgb_f(0, 0, 0));
68 al_flip_display();
69
70 icon = al_load_bitmap("Graphics/Deluxe_Pacman_2_Icon.png");
71 if(!icon) {
72 a5_error(AT, setting.screen, "Error loading Deluxe_Pacman_2_Icon.png.");
73 shut_down();
74 exit(1);
75 }
76 al_set_display_icon(setting.screen, icon);
77
78 al_set_window_title(setting.screen, "Deluxe Pacman 2");
79
80 /// ****** Load Fonts *******
81 /// ****** Load background tiles *******
82 /// ****** Load pills *******
83 /// ******* Load lines *******
84 /// ******* Load Pickups *******
85 /// ******* Load Tools *******
86 /// ******* Load hearts *******
87 /// ******* Load Ghost Spawn *******
88 /// ******* Load Pickup Spawn *******
89 /// ******* Create bitmap for drawing the level on *******
90 /// ******* Initialize Pacman *******
91 /// ****** Initialize Ghosts *******
92
93 // reset the target bitmap back to the display
94 al_set_target_bitmap(al_get_backbuffer(setting.screen));
95
96 // register the new display in the event_queue
97 al_register_event_source(event_queue, al_get_display_event_source(setting.screen));
98}
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