Bias correction techniques are widely used to bridge the gap between climate model outputs and input requirements of hydrological models to assess the climate change impacts on hydrology. In addition to univariate bias correction methods, several multivariate bias correction methods were proposed recently, which can not only correct the biases in marginal distributions of individual climate variables but also properly adjust the biased intervariable correlations simulated by climate models. Due to the diversities of climate regime and climate model bias, hydrological simulation for watersheds under different climate conditions may show various sensitivities to the correction of intervariable correlations. Therefore, it is of great importance to investigate (1) whether the correction of intervariable correlations has impacts on the hydrological modeling and (2) how these impacts vary with watersheds under different climate conditions. To achieve these goals, this study evaluates behaviors and their spatial variability of multiple state-of-the-art multivariate bias correction methods in hydrological modeling over 2,840 watersheds distributed in different climate regimes in North America. The results show that, compared to using a quantile mapping univariate bias correction method, applying multivariate methods can improve the simulation of snow proportion, snowmelt, evaporation, and several streamflow variables. In addition, this improvement is more clear for watersheds with arid and warm temperate climates in southern regions, while it is limited for northern snow-characterized watersheds. Overall, this study demonstrates the importance of using multivariate bias correction methods instead of univariate methods in hydrological climate change impact studies, especially for watersheds with arid and warm temperate climates.