Most aliens who move must report their new address within 10 days of the move. Failure to do so can result in removal from the United States. Note: merely reporting a new address to the post office, i.e. United States Postal Service, DOES NOT meet the requirement.
The new address can be reported via USCIS form AR-11. In addition, those who are in F or J status can meet the requirement by reporting to their designated school officer (DSO).
Link to USCIS form AR-11