Go ahead and enter your W-2 exactly as you received it. It won't matter if the address is the prior one - it will at least match the one on the copy of the W-2 that the IRS received.
But in terms of the IRS knowing where you now live, they will key off of the new address in the Personal Info section, because that is what populates your information at the top of the 1040, 1040A, or 1014EZ.
