Magento update order billing or shipping address
$shippingAddress = Mage::getModel(’sales/order_address’)->load($order->getShippingAddress()->getId()); $shippingAddress ->setFirstname("value") ->setMiddlename("value") ->setLastname("value") ->setSuffix("value") ->setCompany("value") ->setStreet("value")) ->setCity("value") ->setCountry_id("value") ->setRegion("value") ->setRegion_id("value") ->setPostcode("value") ->setTelephone("value") ->setFax("value")->save();