At the beginning of each year — with the exception of the first year of a new presidency — the president of the United States delivers an address to Congress and the nation at the U.S. Capitol in what is now known as the State of the Union.
The yearly address can be traced to Article 2, Section 3. Clause 1 of the Constitution:
"The President of the United States shall from time to time ... give to the Congress Information of the State of the Union, and recommend to their Consideration such measures as he shall judge necessary and expedient."