To change your Illustrator document orientation (as well as the size of each artboard), do the following:

First: Click the Document Setup button in the Control Bar, or select Document Setup from the File menu. If you’re a keyboard shortcut-junkie, hit Command + Option + P: Second: In the Document Setup dialog box that comes up, click the Edit Artboards button at the top of the dialog box: Third: If you have multiple artboards in your document, click the one you want to edit the orientation/size of. The selected artboard will have a dashed outline around it, along with object handles for manual adjustments. Fourth: In the Control Bar at the top of your document window, you’ll notice that you have several artboard controls. You can use the presets in the drop-down menu, click the page orientation icons, create or delete artboards, as well as alter the size of your selected artboard via numeric input boxes. Finally: Commit the changes to your artboard(s) by clicking any tool in the Toolbar, or using any tool-switching keyboard shortcut.