Almost all insurance companies allow you to cancel the policy with a prorated refund. There is a limited number of insurance companies that are still charging some fees and the fees usually are not huge. Some new insurance companies even help you to talk to your existing insurance companies to cancel your old policy.
The information in this answer is general in nature and is not legal or insurance advice for your specific situation. Policy language varies carrier by carrier; your declarations page is the final word. If you're unsure, call your agent before you need to file.