My answer is yes. Depending on your GC stage, there are various consequences.
https://www.quora.com/If-an-employer-has-applied-for-a-green-card-can-one-change-jobs is concise.
http://www.immigration.com/faq/employment-based-green-cards-eb1-green-card-eb2-green-card-eb3-green-card-form-i-140-form-i-485 is by another lawyer.
http://badmuslaw.com/green-card-application-portability-5-questions-to-ask-before-changing-jobs-while-waiting-for-your-green-card-approval/
The email reply from the Disys attorney is also detailed.