We have a business account that is changing their EIN number. Do we have to get all new signed documents or some documentation proving the change?

It is purely a documentation issue for the bank unless you are doing some IRS information reporting which would require a new W-9.

I would just get formal documentation (e.g., IRS letter assigning new EIN) and file it with the rest of the documentation if that is the ONLY thing changing (e.g., no change in signatories).

The "business:" partnership, corporation, LLC, what? Has the "business" been acquired, had a change of ownership, etc? Entities rarely need to change their EIN. It's why they are doing that will tell you if you need to do anything.

To answer the posters original question - yes, obtain new signed documents (i.e. signature card) as well as documentation of the new EIN.

agreed

http://www.irs.gov/Businesses/Small-Businesses-&-Self-Employed/Do-You-Need-a-New-EIN%3F

Generally, businesses need a new EIN when their ownership or structure has changed. Although changing the name of your business does not require you to obtain a new EIN, you may wish to visit the Business Name Change page to find out what actions are required if you change the name of your business. The information below provides answers to frequently asked questions about changing your EIN. If, after reading the information below, you find that you need an EIN, please see