Is dehydrating copper(II) sulphate pentahydrate a chemical or physical change?
The traditional answer is that it's a chemical change when bond-making and bond-breaking is involved.  The material certainly changes appearance, and heating copper sulphate somehow releases bound water.

That said, bonding in metal-aquo complexes runs the gamut from very weak to exceedingly strong - exchange rates span 15 orders of magnitude (Fig. 1 in Jan Reedijk, Metal-Ligand Exchange Kinetics in Platinum and Ruthenium Complexes. Platinum Metals Rev. 2008, 52, 2–11. DOI: 10.1595/147106708X255987), and where do you draw the line between a "physical" electrostatic interaction (in, say, $\ce{Na(OH_2)_6^+}$) and a chemical bond (as seen in $\ce{Cr(OH_2)_6^3+}$?