When you change your driver's license to a new address and state, does it change your credit address as well?

I've lived in Alabama my entire life, and just recently (Feb) moved to Massachusetts. All of my credit information is based in Alabama, so I'm wondering if I can change my driver's license and mailing address to Massachusetts and my address for my credit will come with it, or do I need to contact a place like Transunion or Equifax to have my information moved? I'd really like to be able to put in my new Massachusetts address when I apply for something and not be rejected because I needed to use my Alabama address still.
Added (1). I have no credit cards, or mortgage atm,

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