Can I go to other local CIS?

Just want to know who can share some info on this.

My 485 was approved by Texas CIS and was instructed go to Alanta local CIS center to have my passports stampped. I have actually moved to Chicago, I was told I can go to Chicago local CIS center to process. Is this true? Does anyone have such experiences?

Also, do I only have to return my original I-94 card which I got when first entering the US or do I have to return other I-94 cards that came with H-1 approval notices?

Thanks in advance!