When you go see Depeche Mode live, try to find out where they stay. They are quite fan friendly at hotels and airports. Martin and Fletch at least, Gahan is a bit hit and miss. You can also get Alan Wilder when he is out doing solo stuff.

Searching for Depeche Mode autograph
It's my favorite band so it would mean the world to me
Some people here got an answer but not me (although i put a Sase with my post)

I can exchange for : seal (ttm), the stranglers (ip), david guetta (vv), jo wilfried tsonga (ip), tara mc donald (ip), ashley green from twilight saga (vv), sean paul (ip), bob sinclar (ttm), daniel radcliffe (vv), zinedine zidane (ip), ahzee (ip), keira knightley (ttm), oliver kahn (ttm), cascada (ip), jtr (ip), jackie chan (vv), vampire diaries (3 main actors) (vv), tokio hotel (ip), one musician from alice cooper (ip), + a plenty of french singers, actors, artists