Is there a way through a script or workflow that will allow you to update the Subsidiary defined of a transaction that is already saved? I guess none?

It's locked in the UI on save for me at least. You probably wouldn't want to do this because the items will depend on the subsidiary most likely. It may be better to close the current sales order (set "isclosed" on the lines to true) and copy it and change the subsidiary.

Thanks

I echo what creece said in recreating the record, setting sub at that time.