My first penpal was from Gibraltar when I was about 8 or 9, everybody in my class was paired with somebody in a class over there. It didn't last very long, but I have had many, many penpals since.
When I was at secondary school and studying German I joined Letternet which is run by Deutsche Post - that was 12 years ago now, and used to be magazine based, but it's still going and has a website here:
www.letternet.de (don't worry it's in English!). The penpals on it are from all around the world and you can pick certain characteristics - I don't know exactly how it works now, I think they send you a couple based on your preferences and you can also browse adverts by people.
I also used to write to my cousin on a very regular basis because she lived a couple of hundred miles away so we only saw each other in the school holidays, we've recently started writing again, so hopefully we'll keep it up this time!
We're moving house soon, but once that's all sorted I think I'm going to start writing again because I used to really enjoy it