Change

Note the change of room

Note the room change.

Note the change of venue

Note the venue change

Note the change in venue

Which are correct to indicate there's a change of meeting venue?

Does that mean others are all incorrect?

If I read "Note the change in/of venue" I would think that you are meeting in the Marriott hotel instead of the Hyatt. It's a pretty major change. 

If I read "note the room change" I'd think that instead of the Aroostic Meeting Room, we'll be in the Cumberland Meeting Room. Same hotel, different room.

As Clive says, all are correct, but I find "room change" slightly more natural than "change in room."