The CAN-SPAM Act was enacted back in 2003 and one of the provisions is that you must include a physical address in your email newsletter:
A legitimate physical address of the publisher and/or advertiser is present. PO Box addresses are acceptable in compliance with 16 C.F.R. 316.2(p) and if the email is sent by a third party, the legitimate physical address of the entity, whose products or services are promoted through the email should be visible.
What I’ve started doing is when I get a newsletter I enjoy I’ll write a snail mail letter in response to it, much I like I did in this humorous post for responding to a Tweet.
So far I’ve only done it a handful of times but in almost every single case it gets a response and that’s because it’s unique and people really do enjoy getting real letters in the mail. Plus it’s fun! Now that I’ve shared my secret don’t everyone start doing it or it’ll lose the novelty. 🙂