Things that assume/require that I have exactly one physical address.

That includes banks, insurance companies, government agencies, utilities, and pretty much every business that I need to deal with to do anything.

90% of the pain I encounter during my life on the road stems from the fact that I don't own or rent property in the US, and therefore don't have a fixed address. There are tons of people in my situation (especially among the less well off), yet every time I have to deal with any official paperwork from any organization they make it seem like it's some novel situation they've never encountered before.