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Each consulate services a fixed geographical area and people from that state are only eligible to have their visa screening done through the respective consulate. This is done to prevent abuse and fraud.
If you change your address to somewhere you don't actually stay, the following may occur:
If for some reason, you cannot wait till the next available date for your visa interview, then you can request for an emergency interview. Emergency requests are granted outside of the normal interview slots and are granted on a per-case basis. Emergency can be anything ranging from death of an immediate family member, job reporting date drawing near, etc. Be prepared to explain in detail about the nature of your emergency request.