Answer: it’s quite difficult because they’re usually surrounded by whole tons of managers and public relations and secretaries who are jealous enough so as to avoid too many messages arriving to the concerned. Some should though be relatively available, it must be more a psychological question than anything else.
First step: try a search ‘famous+address’ or ‘famous+e-mail address’ (it usually doesn’t work)
Second step: try the contact in an official website (quite difficult, too) or an official fansite
Third step: find out where or who the famous in question is working for and send some message this way.
Recommendations: use heavily important looking enveloppes with red wax sceals or impressive looking little stamps – possibilities are usually higher.
If the famous person in question is related to some official organism, don’t forget the titles and honors of the concerned along with possible mention to intermediate people (secretaries or the kind)
Example, just found (!!) under mailing address
c/o Sony BMG Music (Canada) Inc.
190 Liberty Street, Suite 100
121 Leslie St
or Sharon Stone (pass with cursor on empty space)
955 S. Carillo Dr.
Los Angeles, CA 90048
or the Emir of Kuwait
His Highness the Emir of the State of Kuwait
Sabah al-Ahmad al-Sabah
through, for example, the ministry of information