On the Mac, "TntMPD for Mac" can mail merge through Word:Mac. 
   http://www.tntware.com/tntmpd/faqs/en/how-can-i-merge-to-labels-from-word-mac-2011.aspx

If you're using a different word processor, you can perform the mail merge manually.
    [[en:how-can-i-manually-perform-a-mail-merge|how-can-i-manually-perform-a-mail-merge]]