From everything I've been told , it does not happen for USNA. There is no official policy of which I'm aware, but Admissions has told BGOs in the past that it does not happen. The reasons are twofold. Most importantly, SAs do not want to be seen as "pilfering" from each other; it's a bit unseemly. Second, none of the SAs wants someone who doesn't want to be there and allowing people successfully to apply from one SA to another SA could encourage this practice. The only person I know who reapplied to USNA from another SA (where he had truly excelled across the board) was unsuccessful.
The above said, I recall a mid on this site who posted that a classmate had spent a year at another SA (I think USMMA) before USNA. So I suppose it's not an ironclad impossibility -- but other than that single post I've seen nothing to suggest it happens. It's also possible that there were extenuating circumstances of some sort in that particular case.
Bottom line: If you think you won't be happy at a particular SA, then don't attend in the first place. It is a REALLY, REALLY BAD IDEA to attend a SA hoping: (1) you'll learn to like/love it; and/or (2) that you'll reapply from that SA to your first choice SA with any hope of success. Neither is likely to happen and then you're "stuck."
It is also not a good idea to plan on cross-commissioning (i.e., commissioning into the USAF from USNA). Again, it happens, but is EXTREMELY rare(1-3 in a class) and absolutely no guarantees.
