Yes, though I suppose it depends on what you mean by "address to the nation".

For one thing, many ex-Presidents have spoken at their party's political convention in support of the party's subsequent nominees for president, and these have been televised nationally since the 1950s. For example, Ronald Reagan made a speech at the 1992 Republican National Convention in support of George Bush's re-election. George Bush gave a speech at the 1996 RNC in support of nominee Bob Dole. Jimmy Carter spoke at both the 1988 and 2004 Democratic National Conventions (and several other conventions in taped messages), while Bill Clinton has spoken live at every DNC since leaving office, beginning in 2004.

Second, several presidents have tried to run again for president after leaving office, which often included campaign speeches. Grover Cleveland and Theodore Roosevelt, at the very least, made speeches that could be considered "addresses to the nation" after leaving office. Roosevelt's 1912 campaign speech known as "Liberty of the People" was printed in newspapers, and part of it was even issued as an audio recording.

But there are many other examples beyond a convention speech or campaign speeches to try to regain the office of the presidency. Among them:

Upon the assassination of John F. Kennedy, both former Presidents Dwight D. Eisenhower and Harry S. Truman addressed the nation in separate news conferences.

Going back further, my area of expertise is the Civil War era, and there were several "addresses to the nation" by ex-Presidents, as far as addresses existed at the time. On January 18, 1861, John Tyler wrote a lengthy piece in support of secession on the eve of the Washington Peace Conference of 1861, which he presided over. This address was initially printed in the Richmond (VA) Enquirer, and reprinted in many other newspapers thereafter, particularly in the South.

Franklin Pierce made an address on July 4, 1863, in Concord, New Hampshire, to a convention of "Peace Democrats" in which he denounced the Civil War and the Republicans' handling of it. His speech was issued to the press, to be reprinted in newspapers across the country. Republican-leaning newspapers, though, tended not to run it, or printed excerpts from it while criticizing it. This is exemplified by the item in the Burlington (VT) Free Press, reprinting the editorial from the Boston Journal. According to the book The Presidents' War: Six American Presidents and the Civil War That Divided Them by Chris DeRose, the Daily National Republican newspaper wrote of the speech: "The glorious Fourth [of July]...was just in season to catch Franklin Pierce with his trousers down at Concord."

Some Democrat-leaning newspapers reprinted the speech in full, such as the Democrat and Sentinel in Ebensburg, Pennsylvania, and the Holmes County Farmer in Millersburg, Ohio.

Similar to the aftermath of JFK's assassination, in the aftermath of Lincoln's assassination, all three living ex-presidents issued a statement in response. According to DeRose, Franklin Pierce's was the only one that came in the immediate aftermath, addressing a gathered crowd in front of his house, and his words were then reprinted in many newspapers. Millard Fillmore and James Buchanan's statements came weeks later.

Going back even further, James Madison found himself caught up in the debate over secession and nullification during the Nullification Crisis, particularly during the period of the Webster-Hayne Debate in the U.S. Senate in 1830. The nullifiers were using the "Virginia Resolution of 1798", authored by James Madison, in support of their position. Madison was rather disturbed that his words were being used in such a way. He did not believe secession to be Constitutional, nor did he believe that the framers at the Constitutional Convention had ever intended for it to be taken that way. Pro-nullification Senator from South Carolina Robert Hayne even wrote to Madison privately to ask for him to weigh in, and Madison wrote back that Hayne was wrong. Madison then wrote to Webster in support of his anti-nullification speech.

With it still hanging over his head months later, on August 28, 1830, Madison wrote to Edward Everett, the editor of the North American Review, expounding his thoughts on nullification and secession, and the intent of his Virginia Resolution of 1798. The letter was meant to be published, and it was published, in the October 1830 edition of the North American Review. It was reprinted in several newspapers thereafter, particularly in the North. This was about as close to an "address to the nation" as could be given at the time.

There are probably other examples, though these may be among the most prominent.

Just to add a little to /u/secessionisillegal, one reason why Presidential addresses at political conventions are relatively notable is that since the dawn of radio it's generally about the only time former Presidents express themselves via mass media to a large audience with a political agenda in mind. While I won't comment on the substance of Obama's speech as it'd break a twenty hour (let alone twenty year) rule, in general it does appear to fall more into something else: the well tread category of living ex-Presidents making comments during a time of crisis. In the modern era, this happened shortly after 9/11, after the Challenger disaster, and as /u/secessionisillegal pointed out (which I'm glad, since I'd forgotten that one) after the JFK assassination among other major events in recent American history. About the only thing that's a little unusual here is the format - it's relatively rare that former Presidents do so on camera rather than in writing.

The one notable ex-President of the modern age that comes to mind for going well past that and not being able to keep his mouth shut even if he (theoretically) wasn't running for office was Herbert Hoover. From Rappeleye's Herbert Hoover in the White House

“In all the history of the world mankind has found only two ways of doing the work of feeding, clothing, housing, and providing comforts for the people. One is the way of liberty,” Hoover proposed late in 1935. “The other way is the compulsion by which men work for slave-drivers or governments, or as dictated by governments.” And there was no question on which path the New Deal was leading the American people.

At that point, though, Hoover fell more into the kinda-sorta-maybe candidate who was trying to continue the campaign against FDR even three years after he'd been completely repudiated - even to the point of a proxy campaign against Alf Landon in the primaries - and given his visceral hatred for the New Deal he had no problems actively campaigning against FDR in 1936 even if it was for someone other than himself.

This didn't work out so well. FDR rolled to victory and even many Hoover supporters finally gave up on him, along with FDR completely excluding him from any further consultation for the rest of his administration.