If you don’t want advertisements in your physical mailbox in Sweden, all you have to do is put a sticker or sign on it saying “No ads, please”. People carrying mail are obliged to respect that. As simple as that.

And you know, that’s how it should work on the internet too.

@anderseknert OTOH, advertisers can also take your name and address from the population register and mail their ads to you, in which case they become unblockable regular mail. (I get catalogues from car parts retailers that way, despite never having interacted with them.)
@acb That's a nuisance for sure. Sending those mails back to the sender as someone else suggested seems like the best way to send them a message.