A lot, from all over the us go to the main post office in new york city... where kind people (and crabby do-gooders) can pick them up, sift thru hundreds of thousands of letters and fulfill the wishes of disadvantaged children. (the post office staffs the letters pick up with employees and a database, so if a kid writes 20 letters, 20 people can't pick up the letter)
it's quite honestly, my favorite part of the holiday.
Operation santa claus
Other cities have taken up this tradition as well... I think it's the sun times in Chicago that does the same thing- -they make the letters to santa available to the public