I have an account with a credit union in the US, from when I was on a student visa. They were happy to change my address to a UK one when I left the US, but due to the formatting of the address on the paper statements, I never received any in the post (the postcode and country were left off, so they just got lost and are probably still floating around USPS somewhere). Because of that I asked them to change the address to my aunt's in the US, so that the statements would definitely be delivered (and it's handy having a credit card registered to a US address too).
So, just something to be aware of - if you are able to get statements delivered to a UK address, just make sure the address is listed correctly on them!