Depending on which country you live in, sometimes you can pay a courier to keep a domestic address.
For example, in Latin America there are a few such services like Aeropost/Aerocasillas. http://www.aeropost.com/
You pay a low annual fee and get your own PO Box and physical mailing address in Miami that you can forward all your mail to, then it’s delivered by them to your new country of residence. You can pick it up in their branches or have it sent door-to-door. This is also a good way of receiving expensive packages via online shopping that would normally be lost or stolen in the local snail mail.