All pets should have a microchip, it invariably is their 'phone home' when they are lost or impounded. In the event that they are stolen, it will prove legal ownership and right of return. (Under the NSW Companion Animal Act, it is illegal to give away or sell an animal without it being microchipped first.)
However, the system is as only good as the details that it holds in it's records, and the majority of dogs that have microchips that are being impounded in council facilities, are not actually on any register or the details are out of date, eg owners have moved and havent updated the relevant registers.
If you live in another state (other than NSW) and your pet is on the NSW Companion Animal Registry, and you need to change your address, you can print out the 'Change of Address' form and post it to the DLG Head Office, listed on the form.
If your pet is on one of the private registries, contact them to check/update your details. Private Registries are listed here