Oh yes I have.
I sent a fanmail asking for an autograph via his venue address when he was doing the play "Seminar".
And here,....Alan's autograph for me !!!!! This pic really is my treasure.
Anyway, I was very lucky, although I live very far from NYC, I got Alan's reply just in 3 weeks (earlier than I expected).
But my friend has sent Alan two fanmails (via his fanmail address), and she all got responses from Alan's secretary saying that "Alan is now too busy to sign any autograph."
So here's my advice for you: if you want to get Alan's autograph via fanmail, the best way is to send when Alan doing a play (send via the venue address). :)
Hope this would be helpful for you.
I remember 2-3 years ago, I was also hanging around on this 'fanpop' asking how to send Alan a fanmail and ask for an autograph. And now I got it ! My dream came true ! :)