// Get the id of the last order for the current user(session)
$orderId = Mage::getSingleton('checkout/session')->getLastOrderId();        

// If an order actually exists
if ($orderId) {

    //Get the order details based on the order id ($orderId)
    $order = Mage::getModel('sales/order')->load($orderId);

    // Get the id of the orders shipping address
    $shippingId = $order->getShippingAddress()->getId();

    // Get shipping address data using the id
    $address = Mage::getModel('sales/order_address')->load($shippingId);

    // Display the shipping address data array on screen
    var_dump($address);

}

注意：显然,此解决方案要求用户拥有当前会话

祝你好运.