People say "change trains/planes" because it refers to the action of switching from one train/plane to another during travel.
But when it comes to the following situation, things are getting weird:
Let's apply the same rule. Then we've got the action of switching from one razor blade to another. The ONLY correct sentence would be "How do I change razor blades?"
But it seems also correct and natural to say:
"How do I change a razor blade?"
Am I right? If so, why and between "change a razor blade" and "change razor blades," which is more common?