There's no easy way in the US, but you can take steps. The Bay Area Recycling Outreach Coalition's "Stop Junk Mail Kit" is a commonly recommended starting point, but they're a little out of date. Nevertheless, here's the URL . For my version, keep reading.
Now, you have to wait about two months for everything to take effect. Then, if you are still getting some junk mail, things become a little harder. Assuming that nothing went wrong with the opt-outs, you are getting junk mail from places that do not filter addresses based on the DMA list.
At this point, you're going to have to look at each mail piece and try to figure out where it came from and how you can get in touch with them. Often, the best thing to do is to google "stop junk mail." Usually, somebody will have done it before you and written a blog post somewhere about how to approach this particular bureaucracy in a way that gets it to act. It is rarely the cases that companies flat-out refuse to take you off a mailing list, but it is quite commonly hard to find somebody inside the organization that actually knows how it's done.