Suppose $M$ is a transitive model (set or proper class) of, say, $ZFC$ (weaken or strengthen the theory if you wish). Is it possible to have a set $X$ such that $X \in M$ but also $X^M \not = X$? Here $X^M = \{x \in M: \varphi^M(x)\}$ where $\varphi$ is the defining formula for $X$.
I think not but I can't prove it. I can't think of an example of such an $X$ either.
Yes, this can certainly happen. Here's a very easy example: consider the set $X$ defined by $X=0$ if $2^{\aleph_0}=\aleph_1$ and $X=1$ otherwise. Then $X$ is certainly in any transitive model $M$ of ZFC, since both $0$ and $1$ are. But $X^M$ need not be the same as $X$, since $M$ need not agree with $V$ about CH.