Book US Visa interview in different US embassy
You can change the US embassy or choose a different city for your US visa interview after filling DS-160 without changing or filing a new DS160 visa application form.
The new US consulate that you choose should be within the same country.
If you have filed your H1B visa interview application at Delhi US consulate, and now want to change it to Mumbai as there are earlier interview dates available in Mumbai, you an do it.
No need to fill new DS 160
There is no need to fill another DS 160 if you want to change your US embassy location. The new US embassy that you choose for visa interview appointment will be able to access your DS 160 based on the unique DS 160 confirmation number.
Change US embassy interview location within same country
Usatraveldocs.com also says the same thing that you can change the US embassy location but it should fall within the same country:
USA Work in USA - H1B, L Visa