  This work focuses on a class of stochastic damping Hamiltonian systems with
state-dependent switching, where the switching process has a countably infinite
state space. After establishing the existence and uniqueness of a global weak
solution via the martingale approach under very mild conditions, the paper next
proves the strong Feller property for regime-switching stochastic damping
Hamiltonian systems by the killing technique together with some resolvent and
transition probability identities. The commonly used continuity assumption for
the switching rates $q_{kl}(\cdot)$ in the literature is relaxed to
measurability in this paper. Finally the paper provides sufficient conditions
for exponential ergodicity and large deviations principle for regime-switching
stochastic damping Hamiltonian systems. Several examples on regime-switching
van der Pol and (overdamped) Langevin systems are studied in detail for
illustration.

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