for paper mail here in Canada I just see it's not for me, mark a line though it and write "Return to Sender, no longer at address". Then it gets put in the outgoing mail system (a slot where I receive my mail, or could also take it directly to any standing postal box, or the post office). Then it goes back though the postal system (for free) to originating sender in most cases.
For anyone else who runs across this, in the US you want to also put a line through the bar code at the bottom of the letter, so it cannot be scanned. Once a piece of mail gets that code, the post office stops reading anything else on the letter and just delivers the mail to where that code says it goes. So you can toss it back in an outgoing slot with 'return to sender' on it as many times as you like, and they'll just return it to you. Until you get lucky and the mail carrier sees it when gathering up the outgoing mail, and helpfully obscures that barcode for you.
