About 8 years ago, I wondered the same thing. I looked at the footer of the first or last page of those to find a company name or website. Opting out was very simple for all of them.
Most websites asked for an address only. Some asked for a little more information, but to my surprise, it worked. I haven't received that ream of coupons in years, and in the off-chance that something new appears (usually something credit related), I've been able to opt-out just fine.