Yes we do. Please write to your nearest
Social Security office (This is a link to the DWP (formerly DSS) website) or Inland Revenue (NI Contributions) office quoting your NI number. Tell us what change has occurred e.g., new address or change of name and when it happened.
If you do not tell us when you move, marry or otherwise change your name we will not be able to keep your records up to date. This means we will be unable to contact you if we need to; for example, if the contributions you paid in a tax year are not enough for that year to count for benefit purposes. We would normally write to let you know and to tell you how much you could pay in voluntary contributions to make that year count.
If you change your name, please return your old NINO card to your nearest Social Security Office when applying for a card in your new name.
Also, when you are nearing the State retirement age, we invite you to claim any Retirement Pension you are entitled to. We cannot do this if we do not have your current address. If you are a woman you should tell us if you get married or become divorced or widowed. All these things may help improve the amount of pension you are entitled to when you come to retire.
Source : hmrc.gov.uk