What's the penalty for not using a turn signal when changing lanes?

The penalty varies by jurisdiction, but most places treat it as a traffic violation that can result in a fine ranging anywhere from $50 to $200 or so, depending on local laws. Some states or countries are stricter than others - a few might even add points to your driving record or require traffic school. It's one of those infractions that cops enforce pretty inconsistently; you might get cited in one area and ignored in another, but it's definitely worth signaling anyway since it's a basic safety thing that takes zero effort.