Well, the Postal Service is on cracking down: The service now collects a fee when it returns "undeliverable-as-addressed items that were posted abroad with a United States return address."
Damn, and that was such a good way to send shit for free.
Anyway, this is 2008, so they mean business: Now the address to which the items are "returned" will have to pay First-Class Mail International postage on the item(s).
I'm not completely sure about the plausibility of posting your parcel in the foreign country without stamps, but this opens up a whole new world of sticking people you don't like: Next time you're in Afghanistan, put their return address on a bunch of undeliverable-as-addressed lead weights. It will be a double prank if you can find something equally heavy but much less desirable to receive in the mail. I'd vote for uranium, but that will only work when you're on a visit to Niger.