Actually got one via snail mail yesterday, a variation on the "a distant relative of yours just died and we are looking for next-of-kin to inherit his fortune" scam.
It's fairly well-done for a scam; the boilerplate has been personalized with my name, and a plausible name for a distant relative. The UK bank the letter (with a UK postmark) purports to come from actually exists; if you pull up the address in Google Street View they really do have an office there, and the return phone number is a UK number. The letter is also well written, without the grammatical errors you often see in scam e-mails.
OTOH, it's not on official bank letterhead, and the e-mail address isn't at the bank's domain, it is at "accountant.com", which is apparently an e-mail domain commonly used by 419 scammers.
I can understand the economics of spewing out e-mails by the thousands to try and scam people, but physical mail-merged letters? I guess there are a lot of gullible people in the world. Maybe it has gotten too difficult to get these sorts of things past modern spam filters, so they need to resort to physical mail?