Culture fatigue was a term coined at the end of the 1990's to describe the exhaustion and inability to assimilate which some people suffer as a result of constant contact with the huge variety of multi-cultural influences which are now prevalent in many societies. In short, it's a kind of culture shock that does not necessarily entail leaving home.
The workingoverseas web site (1) lists four stages of culture fatigue:
I would suggest that there is necessarily a 'shock' when another culture is encountered, otherwise it cannot be said to be truly different from your own. For some people, that shock and the emotions aroused by it are negative and draining. For many others of course, the proximity of a large number of cultural influences is invigorating and inspiring, and it is surely no coincidence that extremely multi-cultural environments are often centers of intense artistic innovation and creativity.
(1) http://www.workingoverseas.com/toc.htm