You could use Case-Expression.
create table #Client(
FirstName varchar(20),
LastName varchar(50),
StreetAddress varchar(50),
City varchar(20),
Country varchar(20),
PostalCode varchar(20)
)
insert into #Client(FirstName,LastName,StreetAddress,City,Country,PostalCode)values('Jeff','Bridges','Street1','City1','US','12345')
insert into #Client(FirstName,LastName,StreetAddress,City,Country,PostalCode)values('Steven','Baldwin','Street2','City2','US','12345')
insert into #Client(FirstName,LastName,StreetAddress,City,Country,PostalCode)values('Barack','Obama','Street3',NULL,'US','12345')
insert into #Client(FirstName,LastName,StreetAddress,City,Country,PostalCode)values('Nora','Jones','Street4','City4','US','12345')
SELECT FirstName, LastName,
(CASE WHEN City IS NULL AND StreetAddress IS NULL THEN ''
WHEN City IS Null AND StreetAddress IS NOT NULL Then StreetAddress
WHEN City IS NOT Null AND StreetAddress IS NOT NULL THEN StreetAddress + ',' + City END
)AS Adress, Country, PostalCode
FROM #Client
drop table #Client