The IRS (& State) use the address on your tax return to send a letter if they need any additional information or to let you know about any changes that were made. Also, the address is used to mail a refund check if that is the option you choose to receive your refund.
To change your address with the IRS, you may complete a Form 8822, Change of Address (For Individual, Gift, Estate, or Generation-Skipping Transfer Tax Retu...
To change your address for a State return, check your State's website for a change of address form
