Q:

Is it possible to save into the database the custom shipping address after payment is successful in using paypal?

Is it possible to save into the database the custom shipping address after payment is successful in using paypal?
i would like to save the shipping address that the customer input in the form after payment is successfull, i am using paypal method payment.

A:

Yes.  For that you'll want to use Instant Payment Notification (IPN).
IPN will POST transaction data to a listener script you have on your server.  This script can receive the data (which will include all transaction details including shipping address) and do whatever you need/want with it, whether it's saving to a database, sending out notification emails, connecting to 3rd party web services, etc.  
It happens in real-time (in most cases) so you can do some pretty cool things with it and automate lots of tasks.

