Well that's pretty weird. I'm not exactly sure where you should go to look into it. You should probably first call up your Post office and see what they say, they should give you some advice on how to resolve the problem.
Is it bulk mail or first class. If it's first class, maybe you can contact the sender to find out why they think that person is there.
At my previous address I received mail every now and then to the previous tenant. The apartment manager said he died.