In doing a little research I learned that up to the present, the only US president to deliver his farewell address to the nation outside of Washington was George HW Bush, who gave his address at West Point. I started going back for some photos of past farewell addresses of recent presidents. With the exception of Bush the elder, farewell addresses below were given from the White House.
George HW Bush at West Point
Much like his first acceptance speech in Denver (Greek columns and all), This was a tribute to himself.