Usually you can type in the band's name along with either, official web page, or tour dates, into google and it should come up with a link to where they are touring.
This shows where they are touring. Usually you can click on the name of the venue and get an address and phone number. But you'd then have to call to make sure they forward.
http://www.theoryofadeadman.com/tourdates
If a phone number doesn't come up you can just google the venue address to get one.
It appears that most of these addies are for fairs, or festivals. Those are usually not set up to forward fan mail. BUT I do see a casino, and a couple of arenas listed there. Sometimes casinos will forward fan mail, and the arenas might too.
You'll need to call them and ask though just to be sure, because not all casinos, or arenas pass on fan mail.
I do see one success posted here in FM from February, sent VV, so it does appear they do sign. You just have to confirm the venue passes on fan mail.