There's nothing OOTB that I know of. I can think of 2 options and they both essentially do the same thing.
Customer Event Receiver -- you need to use the ItemUpdating event which isn't overly painful if you're familiar with sharepoint event receivers. This should help --
Item Updating Event Receiver
The downfall is now you want to alert someone so you need to add to your custom code or you could also create a sharepoint designer workflow that only emails people and call that through your code. This isn't an easy way to go, to be honest. If you're not familiar with event receivers and haven't done much development within sharepoint, I'd go for the below. If you are somewhat familiar, I've actually this exact scenario and can find and share what I did if you like.
Sharepoint Designer workflow
You could also create a workflow that does the same thing as above and is a little more user friendly if others need to work on it later.
- Create a second column in your list.... ColumnAOriginal
- Create a new list worflow that runs on new and edited items
- Add a condition that says if ColumnAOriginal is not blank AND ColumnAOriginal is not equal to ColumnA, send an email. Below that, setup your email.
- Add an action below that copies Column A to ColumnAOriginal
We looked to see if ColumnAOriginal is blank because in all new items, it will always be blank as the workflow has not run yet.