[MO] "Important" mail for someone who doesn't live here but has our address

• Location: Missouri USA

{Sorry if this is the wrong tag)

So we keep getting mail for someone who doesn't live here (address is ours, but the name is not someone who lives here) from like MO Department of Revenue, life insurance company, and something about "Important Vehicle Information" (no ads or packages or other mail just things that are "important"), we keep marking them "return to sender, not at this address" but them keep sending them to our house. We have asked our neighbors and they they are not sure who this is and I have tried google and looking them up on social media and get nothing.

We have lived here since 1996 and bought the house in 2000. I don't recall the name of our old landlord but was very old in 2000 when we bought the house so it is unlikely this is him.

I don't think we can legally just throw these in the trash, I am just sure how we correctly deal with this.