We normally just receive things we've ordered online, so it's the same address but to us sepratly. I have printed off all our joint bank statements and some of our separate accounts aswell. Which all has the same address.
That's fine. It's good that it is purchases, not just letters from people you know, because obviously it can't be a faked address when you WANT to receive whatever it is you've bought.
You can ask if you specially want things returned early. If the photos are very precious, why don't you print off extra copies?