I put it back in the mailbox with a note that reads "please forward". This way I don't have to have any additional contact with him but he still gets what he needs. If I think it's a check, especially from one of his bigger accounts, I have held on to it for a few days then put it back in the mailbox. Now that you bring it up, I haven't received any of his mail for awhile now.

I agree with Becky, just forward it. Do you have his new address? If not, forward it to one of his family members. You don't have to keep it and give it to him. Even if he is financially supporting you. He's the one who broke the vows, you owe him nothing.