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This is not legal advice.
This article is focused on United States definitions and usage; other countries may differ. You can help by editing this wiki!
For those who live in conventional homes and apartments, these three are usually all the same, though some people have their mail delivered to a PO Box or elsewhere.
For nomads, things are more complex. Society is set up for conventional living situations, so a little extra work is required for those who wish to live on the road.
Your legal residence (aka physical address) is the place you would call home if you lived there full time. It is important that all your contacts know that you do not receive mail at this address1); you receive mail at your mailing address below. Choose carefully: your legal residence will appear on your drivers license and other formal documents. And the county or city of your legal residence can have emissions testing and mail order sales tax implications.
Your domicile is the state where the legal residence is2). Your domicile will be:
Domicile is a combination of two factors namely, residence and intent to remain… An individual may have several residences whereas; s/he will have only one domicile. Domicile is more used in reference to personal rights, duties and obligations[ii].3)
Note: the county of your residence can affect vehicle inspections, what you pay for registration, auto and health insurance, etc.
Your mailing address is the place your mail should be sent. This is usually a mail forwarding service for most nomads, but may also be the home of a trusted relative or friend who does not expect to move for a long time.
Approaching these choices methodically will keep mistakes and distress to a minimum. If your sticks-and-bricks address was acceptable from a domicile/residence point of view it is probably best to keep them. You already have official ID, etc. Mail forwarding can be anywhere.
See also: suggested timeline for hitting the road