Depending on the Kindle model and FW version, most, if not all, of the Kindles I've owned have had a way to set your "personal information" via the Settings menu. Granted it is not easily found in the case of my K5, and it is completely optional, but I think the K3 allowed you to optionally enter even more contact/ownership info.

In the K5 you have to drill down through a convoluted menu system by tapping Menu --> Settings --> Device Options --> Personalize you Kindle --> Personal Information to display the Personal Info entry window where you can enter a string of text that identifies your Kindle. This is optional and what you enter might not help an honest person track you down, but if you so desired you could enter your name and email address. Granted many people, if not most, would not know this option existed, and as I said it is found via a maze of menu items. I think it was much easier to find on the K3. I cannot remember about the K4.

EDIT: Although this idea won't work on Kindles that are not jailbroken, on those eReaders that allow you to use custom sleep images (what some call screensavers) you can add your info to the image(s). When I owned Sony readers I always put my name and email address on the sleep image so all a person had to do, if they were honest, is look at the screen in order to find how to contact me. Of course Amazon makes this option difficult.