Is there a way of marking my mailbox so that I do not receive important mail for other people?

There is a house in a nearby zip code that has a very similar address to mine. Lately I have been receiving official mail and some very serious looking documents that are addressed to my address with their name. Sure of going to the post office (which by the way is hardly ever staffed anymore) is there a way for me to prevent this from happening? Can I put my surname on the inside of my mailbox so that the letter carriers will know that their mail does not belong at my address?