It is quite common to have a few service environments, for example one for testing and one for production. One way to switch a Wcf client from one environment to another is by changing the address in app.config:

<endpoint address="http://localhost/Service.svc" ... />

However sometime we need to dynamically change the address from code due to some logic.
The naive approach would be to do something like this:

MyService client = new MyService("WSHttpBinding_MyService",
        "http://new_server/Service.svc")

The reason this is naive is that app.config may contain additional information on the endpoint, namely its identity and headers:

<endpoint address="http://localhost/Service.svc" Name="WSHttpBinding_MyService" ...>
   <identity>
     <dns value="ServerIdentity"/>
   </identity>
</endpoint>

when we create the proxy with a different endpoint in the constructor we override the identity information. This may result in this error:

Identity check failed for outgoing message. The expected DNS identity of the remote endpoint was 'localhost' but the remote endpoint provided DNS claim 'ServerIdentity'. If this is a legitimate remote endpoint, you can fix the problem by explicitly specifying DNS identity 'ServerIdentity' as the Identity property of EndpointAddress when creating channel proxy

The solution
Create the proxy normally. Then separately assign the new endpoint address keeping the identity and header values:

proxy.Endpoint.Address = new EndpointAddress(
    new Uri("http://new_server/Service.svc"),
    proxy.Endpoint.Address.Identity,
    proxy.Endpoint.Address.Headers);