SASE - Self-Addressed Stamped Envelope
SASEs are used in promotions where you need a game piece or a unique code to participate. To enter into these kinds of sweepstakes without purchase, you'll need to address an envelope to yourself: (I'm assuming in these pictures your name is Martha Washington and your neighbors are The Simpsons)
Then fold it into thirds and attach a 41-cent stamp:
And mail your folded SASE in another envelope to the sponsor's mailing address given in the official rules. The sweepstakes sponsor will mail a free game piece or code back to you in the envelope you provide.
There are pros and cons to these types of promotions:
Con: You need to pay 82 cents - the price of two postage stamps - for each of your game plays.
Pros: A lot of the time, 82 cents is cheaper than what you'd pay to purchase the product or service and receive that game piece. Plus, since this seems complicated, a lot of people don't take advantage of this, and the field of competition is greatly reduced. I am not guaranteeing that you can win a prize this way, but I will say that your odds of winning are greater than in a sweepstakes where all you need to do is type your e-mail address on a web site.