This works fine for webhosted scenarios. If you want to get the client address in self-hosted scenarios, you need to look for the RemoteEndpointMessageProperty in the property bag.

if (this.Request.Properties.ContainsKey(RemoteEndpointMessageProperty.Name)) {
  RemoteEndpointMessageProperty prop;
  prop = (RemoteEndpointMessageProperty)this.Request.Properties[RemoteEndpointMessageProperty.Name];
  Console.WriteLine(prop.Address);
}