There is no global solution. For any given country it is at best rather tricky.
In the UK, the PostOffice controlls postal addresses, and can provide (at a cost) address information for validation purposes.
Government agencies also keep an extensive list of addresses, and these are centrally collated in the NLPG (National Land and Property Gazetteer).
Actually validating against these lists is very difficult. Most people don't even know exactly how their address as it is held by the PostOffice. Some businesses don't even know what number they are on a particular street.
Your best bet is to approach a company that specialises in this kind of thing.