I sent 2 photos, letter and SAE to Sam on: 19th May 2014, and last Wednesday I recieved both photos back, with 1 signed, and the other returned unsigned, still really happy though. Plus more postage was added too.
address I used was:
Sam Allardyce,
c/o West Ham United FC,
Boleyn Ground,
Green Street,
London
E13 9AZ