Materials having resistance changes as voltage or current varies are called:

I believe they are called nonohmic materials. According to ohms law the current trough a current carrying conductor is directly proportional to the potential difference (voltage) at a constant resistance. Non-ohmic conductors or materials are those materials that do not obey the ohms law, their resistance increases as the current increases. Ohmic materials are those that obeys the ohms law such that the voltage and current are proportional - doubling the potential difference doubles the current.