I'll try to answer this one, and address a few of the posts that followed yours as well but I feel compelled to once again state that I do not really follow any college sports other than football.
I lived in middle Tennessee since I was three years of age. During my youth there was nothing in this state anywhere near the level of UTK football. No Titans. No Predators. No Grizzlies. You get the idea. The football Vols more or less represented the state. I became a fan of Volunteer football because the overwhelming majority of people I knew were Vol fans and because I was a Tennessean and it just seemed like the natural thing to do. When the time came to chose a college I never really thought about going to Knoxville. For me, it was just too big so I went to a small school in Georgia (Mercer) where I figured I would thrive and I think I made the right choice. Mercer has not had a football team since the 1940s so I was not faced with the prospect of switching alliegences. Now that Mercer competes in a basketball conference with Belmont and David Lipscomb it would be really easy for me, as a Nashvillian, to follow my alma mater if I chose to do so. I know plenty of people who are in similar situations, some of whom chose to split their alliegence and some who do not.