Amy,
When you have them microchipped, you are giving the toll free number to call AVID or whatever company's microchip you have. You can call them and make the address change. I'd make sure the vet has the new address information as well, just in case there is ever a problem.
That reminds me that I need to do that right now!! Honey and Lilly are both microchipped with AVID chips and I haven't changed our address!
Logan