People assuming i changed my last name

For those of you who didn't change your last name when you got married, how do you deal with people who address you by your husband's last name? I knew there would be people who would assume I changed my name and I didn't think it would bother me, but it kinda does. Did you just let it go? Did you politely correct them? I don't want to have to get used to being called the wrong name, but I don't want to be rude about it either.