There is a way to do it but it is a bit annoying 

1) go to Reports > Sales > Sales by Ship To Address

2) Click on Customize Report and check off Ship to City, Address 1, Address 2, State, Zip under the Display tab (The date range MUST be set to All)

3) Under the Filters tab, go to Customers and select the customer you need to run the report for. 

4) Click OK (Duplicate addresses will appear - Dont Worry)

4) Navigate to the drop down arrow next to Excel, select Create New Worksheet, and click the Export button.

5) in excel delete duplicate addresses

This report will give you all the customer's ship to addresses that you invoiced to in the past