I recently saw that there is an art installation called Letters to the Ocean where the artist began sending letters to the Pacific Ocean only to have it returned stamped as "no such place exists." Of course, it prompted him to begin sending daily correspondence and collecting the returned mail for display.
Funny and ironically sad, of course, but it got me thinking about messages, couriers, and postal systems in tabletop roleplaying game settings. Typical Medieval Fantasy settings will include heralds and bards who will spread the news and history well enough but also will host couriers for nobles and governments. Sir Terry Pratchett does a neat job of show a postal service in servere decline and how it gets revitalized in his excellent Discworld novel, Going Postal, to humorous affect, of course. Naturally, there are all sorts of ways in between, utilizing magic and manpower to create systems of information tranismission and retrieval for your own setting. At the least, it is something that should be addressed as surely as any other aspect of your setting, so get to it!