We've lived in our house for over 8 years and STILL get mail for the previous owners.
We've tried talking to the mail delivery people, we've put notes in the mailbox, we've complained to the postmaster. Nothing has stopped it...
Fortunately, most of the stuff nowadays is crap mail from the many religious organizations they belonged to (owner was a preacher of some kind) so I can just toss it in the trash. At first, it was bills and other relatively important mail, and we took time to either return it to sender with "Not at this address" on the envelope, or forwarded it when we had an address. Now, in the "round file."