You do have potential civil and criminal remedies for your situation.
From a civil perspective, you could file a lawsuit alleging a violation of your privacy. The suit would allege that you have explicitly stated that he is not to open your mail but, despite this demand, he continues to open our mail. As the mail contains potentially sensitive information, this constitutes a violation of your privacy.
From a criminal perspective, it is a federal offense to interfere with another person's mail. This would, of course, include opening another person's mail without their permission.
Having said that, I would suggest that there are problems inherent in any action you might try. First, as a family member, there is an impression that permission exists to open the mail.
Compounding the problem is the sheer length of time that this has been going on. It would be difficult enough if this had been going on for a week or two but with it continuing for nearly twenty years, I would suggest that you have no reasonable probability of success. And, of course, your father could easily argue that you had ample time to put in a change of address over that twenty year period of time.
Instead, you might consider retaining an attorney to write a demand letter for you. The attorney would "demand" a certain action, that being to leave the mail undisturbed. You would be surprised how often a simple letter from an attorney can make a difference.
Also, at the risk of stating the obvious, you really need to put in a change of address and/or notify every entity that might send you important letters. Otherwise, it seems this problem may continue for a long time to come.
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