United States: You must report your new address within 10 days of moving

Cost: No cost at all. Submitting the address change online takes just ten minutes.
In plain terms: If you move within the United States, the law requires you to inform USCIS within ten days. Failing to do so is no minor issue. First, it is illegal; second, any mail sent to you by USCIS could easily be lost.
Benefit: Under 8 CFR 265.1, foreign nationals required by law to register must report any change of address to USCIS within ten days of moving. Reporting via the official USCIS channels lets you both confirm the address change and provide your new address.
Evidence grade: A
Notes: Reporting to USCIS is separate from updating your school records. You must also update your SEVIS record through your educational institution, which maintains your student visa status. The other three countries also mandate reporting address changes to immigration authorities or schools, though both the deadlines and procedures differ by country. Always follow the instructions posted on your local immigration authority’s website.
Sources:8 CFR 265.1. https://www.ecfr.gov/current/title-8/chapter-I/subchapter-B/part-265/section-265.1；USCIS. AR-11, Alien's Change of Address Card. https://www.uscis.gov/ar-11