How can I detect an address bar change with JavaScript?

You should extend the location object to expose an event that you can bind to.

ie:

window.location.prototype.changed = function(e){};

(function() //create a scope so 'location' is not global
{
    var location = window.location.href;
    setInterval(function()
    {
        if(location != window.location.href)
        {
            location = window.location.href;
            window.location.changed(location);
        }
    }, 1000);
})();

window.location.changed = function(e)
{
    console.log(e);//outputs http://newhref.com
    //this is fired when the window changes location
}

check the current address periodically using setTimeout/interval:

 var oldLocation = location.href;
 setInterval(function() {
      if(location.href != oldLocation) {
           // do your action
           oldLocation = location.href
      }
  }, 1000); // check every second

HTML5 introduces a hashchange event which allows you to register for notifications of url hash changes without polling for them with a timer.

It it supported by all major browsers (Firefox 3.6, IE8, Chrome, other Webkit-based browsers), but I'd still highly suggest to use a library which handles the event for you - i.e. by using a timer in browsers not supporting the HTML5 event and using the event otherwise.

window.onhashchange = function() {
    alert("hashtag changed");
};

For further information on the event, see https://developer.mozilla.org/en/dom/window.onhashchange and http://msdn.microsoft.com/en-us/library/cc288209%28VS.85%29.aspx.