How do I add/change the shipping address for Apple Pay?

When you purchase something online with Apple Pay, it will by default ship to the address associated with your Apple Pay information. You likely entered a shipping address when you first set up Apple Pay, but if you didn't, or if you want to change the address or add a new one, this is easily done through settings.

Head to Settings -> Wallet & Apple Pay and tap on Shipping Address.

To delete an existing address, tap on Edit in the top right and then tap the red "-" to the left it. Tap Done in the top right when you are finished.

Tap on "Enter New Shipping Address" to add a new one. When filling out a new address you can tap on the blue label on the left to change it to either home, work or other, or make your own label. Tap done when you are finished.

If you have multiple shipping addresses entered, select one simply by tapping on it. Whichever one has the check mark is the one Apple Pay will use.