You may have to do some searching to find out whether the actor has been doing any recent work. The Internet Movie Database is usually a good place to start your search. The addresses of many U.S. television networks are listed here. Make sure you write the name of the actor and show on the envelope. I've had a fair amount of success writing in care of the networks.
Some actors are better at replying than others.
Some never reply at all, but most will at least send you a form fan newsletter. Expect to wait at least a few months before getting a response. Many current shows now have official pages on the web, run either by the network or by the production company. Some of these pages allow you to send e-mail to the stars. For those actors who have gone on to working in movies, your best bet would probably be to write in care of the movie's production company.