You don't have to change passwords very often so when you do there can be some bits and pieces that stop working. The main one I always forget about is Lotus Traveler (the bit that puts email, calendar, and contacts on my phone). It isn't that I need to change another password, just that I need to enter my new password into my phone (but only after I've changed my password).
Changing your password in Traveler is relatively simple. Just go to the Traveler application, find the user account and password, then type in your new password. Be aware that there is a delay (10-30 minutes) while your new password synchronises through to Traveler. This means Traveler may not accept your new password immediately. However it will let you save it so it will just start working again once the password has synchronised to the Traveler server.