I believe this was answered in another thread, so to make a long story short, the Red Cross did most of the leg work of delivering mail to prisoners of war, at least in the European theater. Mail would be routed through a neutral country such as [Portugal, Switzerland or Sweden] (http://www.med-dept.com/powFood.php), then sent on to the POW camps, typically by rail. As the Red Cross was considered an illegitimate target by all belligerents, RC shipments were considered to be out of bounds for targeting. However, due to the fact on the ground that most shipment lines were used for military purposes as a priority, RC shipments could and would occasionally be destroyed.
This model was attempted in the Pacific, however, the Japanese had not signed on to the different Conventions regarding treatment of Prisoners of War, and it was much more difficult for the RC to get supplies or correspondence to them.