What should I do if I did not turn in my I-94 (Arrival / Departure Record) when I left the U.S.?
It is common and happened in many cases that I94 is not taken out by the airline checking counter at the airport while leaving the USA. You should always check whether airline checking person should take your I94, if not ask him/her to take it.
If for some reason you find that later once you already exit the USA and you send the the original I-94 to the following address:
ACS - USCIS, SBU
P.O Box 7125
London KY 40742-7125
USA
You must include with proof of departure. Suggested proof includes the arrival stamp in one's passport and the boarding pass from the flight. Always keep the copies of any documents submitted. The authorities warns that, without proof of the departure, there is no guarantee that the information will be entered into their system. This is logical, since otherwise, people could send the documentation and claim departure on a different date.
Check official wordings from CBP website on this Question.