Yahoo! provides a geocoding web service: give it a location in free-text, it returns the latitude, longitude and full address.
http://local.yahooapis.com/MapsService/V1/geocode?appid={YOUR_APP_ID}&location={YOUR_LOCATION}
You can make up an application id, it doesn't seem to matter.
Google also provide a geocoding API:
http://maps.google.com/maps/geo?key={YOUR_DEV_KEY}&q={YOUR_LOCATION}&output=json
This needs a valid developer key. Output formats include XML, KML, CSV and JSON.