You could try an expression like this:
=First(Fields!address1_line1.Value, "DataSet1") + VBCRLF + IIF(IsNothing(First(Fields!address1_line2.Value, "DataSet1")), "", First(Fields!address1_line2.Value, "DataSet1") + VBCRLF) + IIF(IsNothing(First(Fields!address1_line3.Value, "DataSet1")), "", First(Fields!address1_line3.Value, "DataSet1") + VBCRLF) + First(Fields!address1_city.Value, "DataSet1") + ", " + First(Fields!address1_stateorprovince.Value, "DataSet1") + " " + First(Fields!address1_postalcode.Value, "DataSet1")