It depends.....mostly on the level of tracking data that you want to keep. If you are storing something minor, then it is probably not an issue to keep it in the table. Just make sure you document and stay consistent on which record has the change info. Normally, I would put it in the new record and try not to touch the old record.
We have systems where they want to search for which column changed, so we have a second table to store the changed data in column/value format. It may seem redundant, but it makes the searches run fast.
I have seen approaches where the keep the change data in XML format. Any design that would use blob data should use a separate table.