Millisecond radio pulsars acquire their rapid rotation rates through mass and angular momentum transfer in a low-mass X-ray binary system. Recent studies of PSR J1824-2452I and PSR J1023+0038 have observationally demonstrated this link, and they have also shown that such systems can repeatedly transition back-and-forth between the radio millisecond pulsar and low-mass X-ray binary states. This also suggests that a fraction of such systems are not newly born radio millisecond pulsars but are rather suspended in a back-and-forth state switching phase, perhaps for giga-years. XSS J12270-4859 has been previously suggested to be a low-mass X-ray binary, and until recently the only such system to be seen at MeV-GeV energies. We present radio, optical and X-ray observations that offer compelling evidence that XSS J12270-4859 is a low-mass X-ray binary which transitioned to a radio millisecond pulsar state between 2012 November 14 and 2012 December 21. Though radio pulsations remain to be detected, we use optical and X-ray photometry/spectroscopy to show that the system has undergone a sudden dimming and no longer shows evidence for an accretion disk. The optical observations constrain the orbital period to 6.913+-0.002 hr. ; Comment: 7 pages, 3 figures, submitted for publication in MNRAS